Just go to Settings > Sounds > Vibrate on Silent > On. That makes it so when the switch is in the "Silent" position (red showing) notifications don't make noise but they make a vibration. If "Vibrate on Silent" is off, there will be no vibration when the switch is in the "Silent" position. Again, with the red showing.
I wish they would make toggling between "Ringer", "Vibrate", and "Silent" easier. Currently, with the switch, it's either Ringer and Vibrate, or Ringer and Silent. There's no way to toggle easily between all of those without going to "Settings > Sound > Vibrate on Silent".
Sometimes I want notifications to make a noise. Sometimes I want notifications to be totally silent. Sometimes I want them to be silent but just have a vibration. If they would make the switch change between "Ringer" and "Silent" only and just add a vibration toggle in control center, it would be lovely. Or perhaps that last volume level for ringer could be vibrate, rather than always making the volume stop going down at 1 tick.