The pioneer unit can only be programmed a certain way. The features available are- vol up, vol down, track up, track down, preset up, preset down, source, and mute. (I feel like I am missing one, but I am at home now and without my install manuals, so if I did, please don't raz me!) It may have been in the way your installer programmed the buttons to work when he did the install. If your installer is a good enough guy and works for a good enough shop, you could have him program it any way you want. It should only take a few moments (depending on where he placed the swi module at) to program. The only thing he won't be able to do is have the source up/down work like GM had it. Pioneer only goes one way, so if you are on XM and want to go to your iPod, you need to go all the way around with the steering wheel button, or use the touchscreen.
As for your chimes, some aftermarket interfaces provide them in one box. I know peripheral does not (I sell them at work). You need another box for it to retain chimes on the standard Bose system (premium Bose in the Denali and Hummer does not need it).
Sorry for the lengthy response
but it was the only way I could explain the solution to your problems. Hope it helps.