The feature was there all the time but I didn't know how to use it.
So, we're in the Piano Roll view and you are controlling a softsynth with 20 different controller lanes. I have dual 27" screens and keep the PRV on the right screen when I'm using it. Even with 27" it's difficult for these 71 year old eyes to get any kind of precision with that many lanes.
If you have 20 controller lanes, just close up (hit the minus sign) 19 of them. (Sonar won't let you close up the last one. I'd leave velocity). Now if you want to edit say "Modulation", click on the drop down menu that presently says Velocity and select Modulation. Now that will be the only lane shown. If you would like to edit on 2 controller lanes at the same time, hit the + button and select whatever lave you would like to add. Note that this works if you've already added these lanes and put in some data.
It's exactily how I would like for it to work and it was right in front of me!
BTW: This same procedure also works for automation lanes too.
Hope this is helpful.
Walt