All DXi plug-ins delivered with Sonar show the same symptom. Fancy addition: in case I start to loop the region in question (with skipped notes), after some iteration (3-5) different notes are skipped and after a while (10-15) all sounds are in place.
 
DX(i) receive all notes "at once", so they have to apply tempo changes internally.VSTi receive notes "in time" (for the next audio buffer)
 
I guess Sonar process MIDI using DX way internally. And there are some problems, especially with tempo changes and looping (some was fixed recently, some not yet). If I look at score view in this sample "playing notes" are indicated in different sequence during slow part.

I don't have the full Kontakt, but I tested your demo project using Kontakt Player 5.5.2 with several different instruments, including Alicia's Keys, and E.P. and Guitars from the free Factory Sample library, and did not encounter any dropped notes.
 
TTS-1 drops one note, C5, but, as Craig noted, moving it just one tick earlier or later allows it to sound as expected. Increasing the MID Prepare Using buffer did not help, but routing the MIDI through an external MIDI loopback eliminates the problem, so it's definitely related to buffering of MIDI-driven soft synth audio.
 
I've encountered a few other cases of persistently dropped notes in specific projects with specific synths at specific times and tempos. It's rare, and it's not always at especially low tempos. The only solution I've found in those cases is to nudge the note or change the tempo a hair.
 
On that basis, I would agree there's a bug here, but it's not a showstopper.
 
Dave