In my case the Stop button on the Transport greys out and the song just keeps playing.
It is not related to effects in my case. This happens even on songs I have zero effects added into the song file.
It does happen after I've been playing / recording a soft synth. Any soft synth, not a particular one.
Seems to happen at random.
Happens frequently for me. I'm living with it, still happy with Sonar. But this is a nuisance.
I'm very glad I'm seeing others experiencing this as well. I've had this issue since several releases of Platinum. Not sure when it started, but for at least 4 months now.