How to make pop-free, crisp two-beep ringtone?
The "click" is caused by the discontinuity in the waveform and its derivatives - even if the waveform stops at a zero-crossing you might still hear a pop if there's a discontinuity in the higher order derivatives! Its loudness depends on the amplitude at the discontinuity - and it is thus influenced by the length/frequency/phase of the sinusoidal tone. Note also that if the tone is contained within a clip in an audio editor, a short fade-in/fade-out might be added automatically by it, attenuating the problem. I know a few audio editors that dynamically apply a short fade (say 32 samples) at the boundary of each audio clip during mixing during playback.
You hear the click clearly with the sine wave because the tone has very few harmonics (ideally: none). You might not hear it with the other waveforms (square) because they already have high frequency content that will cover part of it (frequency masking phenomenon). For example, you won't hear a click when a burst of white noise stops.
The solution is to apply a short fade-in / fade-out. 1ms is a good start. Above 5ms it'll start feeling "slow". There is a trade-off to find between "clicky and snappy" and "slow" - this is a problem even well-established synth manufacturers have to educate the public about. With a sine-wave, an envelope curve like a raised cosine function ensures that the resulting signal has continuous derivatives throughout the fade.
Aliasing is the bad thing to get rid off, so it is normal that the "no-aliasing" option produces a better quality output.
A sine wave with an amplitude of 1V has twice as less energy as a square wave with the same amplitude. Assuming that the phone normalizes amplitude, it is normal that with a given dynamic range/amplitude budget, the sine wave will sound quieter. Energy/RMS is a rather bad proxy for the perceptual concept of loudness, but it's much more accurate at this task than peak-to-peak amplitude!