joden
tenfoot.............It is as long as the playlist's enable button is active, unless you make a change to the song (move a fader etc). If Sonar sees the file as 'dirty' (the file change asterix indicator appears next to the project name at the top of the Sonar window) it will leave the project open in the background.
So obviously they do NOT close down once done with.
I would hazard a guess that these "background" used songs are using some resources, and on a small system that could be significant.
PS: running latest version of SPLAT
I remember the issue you were having Joden. Definitely worth a call to tech support it you still haven't found the cause.
Cakewalk were very helpful when I had a similar problem that turned out to be a plugin causing Sonar to see the songs as changed even though they weren't.
I have 3 systems running Sonar using the playlist and they all close the songs once played (when the playlist is enabled). It is certainly the intended bahaviour. I too am running the latest version of Splat - not that it matters. The playlist has pretty much worked the same way for about 15 years:) Well, to be fair it did get a bit of a polish in X2/3, mainly to things that got broken in x1 though!
FWIW, if you aren't running VST instruments, the passive 'background' songs don't seem to be using much in the way of system resources. I often un-enable the playlist during rehearsals and will end up with a dozen or so songs open with no noticeable lag in the system or spikes in the performance metres.
Wish I could be of more help, but if I remember rightly you have tried most everything.