Actually this behaviour is one of the few thing that I actually do like about the iphone.
For me, I use my phone to listen to podcasts or music in the car via bluethooth, and what you get is a literally hands-free experience, because as long as you have the bluetooth on when you get in the car, it just starts playing, leaving you free to do drive.
In contrast, when I had an Android phone for a while (Samsung S4) it was a struggle to get the thing to connect to bluetooth in the car consistently, let alone automatically. I preferred the Galaxy phone in all other respects, but being a podcast freak, I like this seamless experience with the bluetooth on the iphone.
As an aside to this, the reason I dont use the mini-jack plugin, is I find that it doesnt really improve audio quality discernibly - not on the Samsung and not on the iphone either. Which I found surprising, but in that case well bluetooth all the way. So auto-play is a huge plus.
I realise that bluetooth audio is not a lossless quality, but I think that really says a lot about how bad the analog plug-in quality is. Whether this is down to the analog audio circuit in the car or the quality of the line-out on smartphones, I dont know. But it is what it is.