Significantly decreased volume levels when exporting audio

Have you downloaded and installed the latest drivers for the UA for your system?
 
http://www.rolandus.com/products/productdetails.php?ProductId=970

So I downloaded the manual last night. Adjust the sensitivity, set volume, adjust monitor mix, set switches to the right position, etc. Several things to check in order to hear it.
But that wouldn't affect the export. If your waveforms are large and the audio meters are almost peaking, the resulting exported audio should be at the same level. Unless the source of the export is low.
For instance: all your track and buses levels are high, but the interface's output is low and your export is from the interface. Then the audio will not be loud.
Are you using buses? What is the source from which you export? Buses, Tracks, or the UA?
Just for giggles, try to export using the preset 'What You Hear'.

Haha, I'm an idiot.  I was so used to the volume problem in Sonar 4, I just assumed that it was the same thing and didn't realize Windows Media Player opened with the super low volume I'd been using on a different project when I was trying to not hear the music already on the video but still hear the dialogue.  Turned the volume all the way up in WMP and it's actually the same as it was Sonar.

It doesn't catch all of the controller messages in the export, though, so I'll still have to convert each instrument to audio in Sonar before I try to export it.  On that note, I've spent all morning searching for answers on how to record internally so I can bounce only the sections that actually have music, instead of having to let each instrument bounce the entire length of the piece (fast bounce misses stuff), which was how I ended up staring at a volume slider for WMP and realized my idiotic mistake. :-D  However, while I've got the settings so I can record internally with MME drivers selected in Sonar and unplugging my UA-25 EX, I don't have the option with ASIO drivers & the UA-25 EX to select the Stereo Mix for input that I need to make the internal recording work.  Anyone know anything about that?

Internal recording basically means that one of Sonar's audio tracks is recording all sound as it goes through the sound card, whether that is playback in Sonar, a video I have playing on youtube, computer notification dings, or the noise of the computer itself.  (So it does end up with a little bit of hissing, but I can get rid of that with an equalizer high end pass (or whatever it's called).)  To do this, normally I'd select the volume slider for recording in Volume Control and turn it all the way up, then choose "Stereo Mix" as the input on the audio track where I want to record.  But it's not an option in the drop-down box when I have the UA-25 EX plugged in and the drivers set to ASIO.

The problem with just exporting the synths to audio is that Sonar is actually not following ANY of the expression MIDI 11 controller data when it bounces, I realized yesterday afternoon, not just some of it, and I don't know why (I think it did this in Sonar 4, too, which must be why I started doing the internal recording a few years ago).  I do have the box checked to pay attention to it, so that's not it.  So if I simply export to audio, I have no balance between the instruments, I have no crescendos/decrescendos, I have timpani hits were supposed to be inaudible so I could get the roll that followed them on the sample...yeah.  Unless I can figure out how to get Sonar to use the controller data when it bounces, exporting straight to audio really isn't an option if I want my piece to sound like it is supposed to.  And unfortunately, right now, I can't get it to do that when I simply bounce to track, either, which means I have to redo all my expression as volume envelopes on the audio tracks (which isn't the same) or else leave it in Sonar. :-(

Yes.  I just tried unchecking it, since you asked, and it still doesn't record onto an audio track.  Unless with that unchecked, I should be selecting a different type of input?  Right now it is on the UA-25 EX Input Stereo

It looks like all the preset does is change which items are checked at the bottom of the window, but I did go ahead and try it.  Still doesn't pay attention to the MIDI controller 11 data. :-(