This interaction between the GPS and bike volume system in the radio is a confusing thing. Before you go tearing things apart try this:
Mode button into your Audio screen, the one where you select AM, FM, etc. and use the set button to select Aux. Don't plug anything into the Aux plug, just tap up the Aux volume to at least half way.
Now pick a destination into the GPS and hit go. You won't hear the the button taps over the speakers, but you will hear the lady tell you where to go. It will be loud. At that point, you'll be able to set the GPS volume where you want it on the Aux screen, and go back to the radio if desired.
While the radio is playing, GPS instructions will mute the radio and be at the volume you set up. If you then tap down the volume with the radio playing, the GPS volume will lower with it. If you depress and hold the down button, only the radio will mute, but the GPS volume will remain where it was. While the GPS is talking, the volume buttons will change the GPS. The Aux screen always comes in handy to initially set it all up.
At this point you will spend about a half hour in the garage playing around with it. But, once you get the hang of it, it's easy. Just keep hitting Recalculate to keep her talking.