Agreed that it is a very good utility driver for when companies do not supply anything at all. But years of helping trouble shoot issues with drivers on this forum has left me with plenty of examples of when it took over and caused conflicts. Of course this will not always be the case.
But often when someone reports that Sonar is not recognizing the ASIO driver for their interface we have found asio4all was installed on that machine too. Removal of asio4all usually solved this issue.
So asio4all needs to be installed as a last resort and with some caution if you are also using a proper interface. Every system is different.
Myself I've never had to use it as I find not problems just using my on board audio and MME mode to muck about when traveling.
I also use a $30 Behringer UCA 200 for live gigs playback. It seems to work fine with Sonar and shows as a "USB audio codex" device. No headphones however.
But like all these types of devices without ASIO drivers, if you perform a loop back test you will find your track offset way out of sync. So all fine and dandy for listening but don't attempt overdub recording without ASIO in Sonar.