Low Volume of MIDI Files During Playback

First, note that MIDI 'Gain' is actually velocity offset. If you set it that high, the resulting notes will all be at 127 and you'll lose any variation that existed, so you probably don't want to do that. The big question is what's the MIDI driving, and is the synth's Master Volume maxed out when the MIDI track Volume fader is at 127? If it's a hardware synth, are you monitoring it through SONAR or direct monitoring? If it's a software synth, does it have an output level meter in its GUI, and does it match what SONAR is showing?
 
Since you created the file yourself, you should know what's in it, but check the MIDI file for Expression (CC11) events that might be lowering the volume; CC11 controls volume within the upper limit set by CC7, Master Volume, which is what SONAR's MIDI track Volume control sends.