must ask about this !

i notice the note/notes cuts

This doesn't happen with hardware synths, so it's not due to buffer-clearing or an engine/MIDI reset as I thought it might be. It appears that SONAR is sending some sort of reset to soft synths that terminates any currently playing material. I'm a little surprised other DAWs don't do this, but without knowing the exact mechanism, it's hard ot say whether this is good or bad. And I don't think there's a switch to disable this behavior, but there might be.

I personally would never expect soft synths or input-monitored audio to keep playing smoothly when I start the transport, but I know there are those that want/need everything to work "on-the-fly".

Correction: There is buffer clearing and/or an Audio Engine reset happening, as there is an interruption of input-monitored audio when you start the transport. But if a sound is sustaining, it just picks up right where it left off again so you just hear a click, as opposed to the complete cut-off of a soft synth.