Good. When I had AT&T with Edge, I would often stream Sirius Internet Radio through my phone and during that time I couldn't receive calls or texts, which was ultra annoying then and now would be potentially dangerous since I have a child now and would need to be reached at any given time.
Sounds like it was a problem with your phone and not AT&T. When I was with AT&T this was not an issue. The phone would stop the app and the call or text would come through with no issues.