The ASIO specification does not permit hosts (SONAR in this case) to use more than one I/O driver at a time. As a result, in order to change drivers when running in ASIO driver mode both input and output drivers must be deselected prior to making a new selection.
It is possible to use more than one driver at a time when running in any other driver mode. Because ASIO4All is really a wrapper for WDM drivers, it can aggregate multiple drivers presenting them as a single ASIO driver to the host.
Some hardware manufacturers supply ASIO drivers that aggregate several of their interfaces but not interfaces from other manufacturers.