The Citation XL I fly we can mute all the avionics from the speakers. I have always been strait up with the passengers. I would of told them the captain flew the approach a little low so the plane was warning us.
Passengers can tell when your bull****ting them. This isn't their first rodeo. Put yourself in their shoes. They are flying along and hear all kinds of warnings. The pilots keep looking back at them making funny gestures about their ears. On approach they keep hearing more warnings. Your passenger was asking you a rhetorical question really.
If the captain did not want the passengers to be asking he shouldn't have flown below the GS. Surely he knew flying low would of alerted the passengers. Same could be said for the overspeed clacker.
From what you wrote it seems you are flying with a great guy. (sarcastic) He flys fast, low and then wants you to cover for him. Also doesn't want his SIC talking to passengers. I would get some time and get out of there haha.
Dealing with passengers is one of the hardest part of 91/135 flying. I miss the cabin door we had in the 121 world. In part 91 the passengers can make it a good company or a bad.