I find that if I solo a bus with an external insert, it isn't the EI that goes silent, it's like muting the entire channel.
I use an EI for a hardware compressor on the master channel. Not only does it turn off the sound entirely when I solo the master bus, Sonar goes completely silent when I solo
any of the busses. So I can't solo the drums bus, guitar bus, background vocals, etc.
Apparently this problem is too dificult to fix for reasons that those of us without expertese in software architecture can't understand.
There is a workaround, though: group the tracks you want to solo in the track or console view and solo them that way.