It's actually pretty well done since if you are overheating (after fuel scooping to long that start) you here the alarm in the background, and if you are pulled out of supercruise, the PowerPlay screen closed...
The commodites market shows up on the hud, as does the bbs, comms screen etc...
I thought that was the point to make you always remember that you are sat in a cockpit, removing the cockpit breaks the immersion and makes you immediately realise that its just a game !