I noticed that when I'm connected to via BT, the voice command for "Play Artist" and "Play Album" is not available. It's only available when I have it connected via the USB cable. I assume that's "normal" and no settings that I can turn on, right?
Yes. Bluetooth functionality is limited by the AVRCP bluetooth protocol. Both the car and the device being controlled are limited in what functions they support. For example, on the latest iOS, the following controls are supported: pause, play, stop, next track, previous track, and browsing (iOS: Supported Bluetooth profiles). I believe the PiP comes with protocol version 1.3. According to Bluetooth profile - Wikipedia, the free encyclopedia, browsing support was only added in version 1.4. Now, it's possible that an Entune update will allow you to browse your music over Bluetooth by upgrading the AVRCP stack to 1.4. Time will tell.
