I just used another mobile with the #31# code to dial as a private number, and yes I can't see any option at all around this.
I tried changing the Country but that seemingly only affects FM radio frequencies.
You have to purposely go to the Bluetooth panel to answer the call but if you're watching video etc the phone ignores it.
Not a big problem for me because me & my family don't do private numbers and neither does the company I work for.
I guess the manufacturer wants to make sure you know who is calling before you allow yourself to be distracted by a phonecall?
Annoying for sure.