I'll check out how some other DAWs handle REX files, but please remember that a REX file is a combination of audio and MIDI, where MIDI controls the playback of the audio slices. Even Reason, which is made by the company that along with Steinberg invented the REX format, uses a player to play back REX files.
 
If you create a Simple Instrument Track in SONAR with the RXP, then you can drag the RXP note symbol into the MIDI track to access the MIDI data that controls the audio.Then you can simply close the RXP GUI, because the MIDI clip, not audio, is what you would cut, paste, copy, and otherwise manipulate to alter the audio slices being controlled by MIDI. So now you are working with REX files playing back as intended, in a single track. You can do something similar in Kontakt so you can manipulate Kontakt's REX file audio on the track level.
 
The other option for working with a single track is to render the output from RXP or Kontakt as audio, either by bouncing or by doing synth recording into an Aux track. Then you can cut, paste, copy, loop, etc. the audio file because it will be playing the REX file back correctly, having been rendered from a player.
 
I think at least for now, either of those approaches is the closest you'll come to dealing with high-fidelity REX file manipulation on the track level because SONAR does not have tracks that are a hybrid of audio and MIDI - audio tracks are only audio, and MIDI tracks are only MIDI.
 
One way to do what you want would be if Cakewalk created a special "REX Track" where dragging a REX file into this track type would load the audio invisibly into a "dumb" REX file player, and then what you actually see would be the MIDI file controlling the invisible player. But you can come close to that now: Set up RXP as the default in the "Add Track" instrument tab, drag the REX file into it, drag the note icon from the RXP into the MIDI track, then close the RXP GUI and cut, paste, copy etc. the MIDI clip.
 
The reason why Acidized files can be manipulated directly is because of the metadata they contain, which controls the cross-fading and stretching of slices on playback. These are purely audio techniques that do not involve MIDI and therefore can be handled within an audio track level. That is only one of the reasons I prefer Acidized WAVs.

Thanks again for your help, much appreciated
i understand what you say and i already tried once to load the rex in kontakt and bounce them as audio. that of course worked but the problem was... you lose the informatinos about the loop name! it seems stupid but when you load a clip you can see its name, which is very meaningful... such as e.g. "C intro", "C-G-F-G progression", "full loop", "no snare", etc... that simplify things A LOT when you are arranging a song! it's the sort of things that you understand once you try to work with some specific loop library!
i would not have any problems if i had to work with 5 or 6 loops. but NVA collection includes THOUSANDS of (good) loops, in most cases mini songs splitted down in parts. I feel i am not able to use the full potential of this library because handling so many loops in a VST instrument is simply very time consuming, annoying and distracting. if the library was made of wave files it would have been sooo much better!


also, i tried working with midi (by drag and drop). in this case is even worse because you completely lose also the "visual" feedback from the audio waveform. if you work with a audio clip you immediately see where transients are, so you can identify what is happening in the loop. with midi you don't have this feedback, just notes in a scale, which i find very difficult to work with.
 
the idea of adding a "REX" kind of track is not bad at all and would greatly boost sonar potential, but i understand it could take a very long time before it will be implemented! :)
 
 

I buy loop libraries to use in my production work and what works great for me in Sonar is simply listening to the library loops in the browser with the controls set to Play at Host Tempo (right clicking on media tab in browser), listening to what feels best then dragging to a Audio Track.  After seating the sample in the track right clicking on the sample and selecting Groove-Clip Looping.  I can then extend the loop to whatever length I need and edit and it locks into the project tempo nicely.
Gotta love the Groove-Clip.