I've been editing drums all afternoon and I kept coming across problems where somehow I'd cut some data out of one clip and inserted into a nearby clip so that they overlapped. To begin with I thought it was obviously user error. But no - after further investigation, Sonar is doing something incredibly dumb.
 
In the .gif below, I start with 2 clips, side-by-side. I select the second clip and open it in the Piano Roll. I nudge a few notes along. I close the Piano Roll - and Sonar has extracted those notes from the second clip, and put them in the first clip.

 
This is utterly ridiculous behaviour. It is about as close to a data loss bug as is possible to get without the data disappearing entirely, as I discovered when linked clips elsewhere in my song no longer had the drum beats that they should have.
 
I need to be able to rely on my editing tools to not do dumb stuff like this. When could this possibly be desired behaviour?
 
Sadly I will probably never see a fix for this because I'm no longer a member and so I'm stuck with these bugs until I shell out the cash for a different DAW. Very frustrated right now. Consider this a bug report and a cautionary tale to others.

(Here's the funny thing: if I lock the clip to the left so it can no longer move the notes into that clip... it adds them into the clip to the right instead.
 
Here's the next funny thing: if I lock both the clip to the left and the one to the right, it'll just make a new clip entirely. So I have to bounce them back together, but not before copying the clip name because Sonar isn't intelligent enough to preserve the clip name if you bounce 2 together where one is blank. Stupid.)

I can only commisserate; I cannot get too far down the MIDI path before I get frustrated.

The move from the 8.0 era MIDI to X-series MIDI fixed things that weren't broke but didn't fix things that were. I doubt the MIDI side will ever get sorted to the extent that it becomes a joy to use. I can imagine there's a lot of interrelated stuff going on under the hood.

My theory is that after ADAT came out, combined with Pro Tools dominating the market despite a weak (to be kind) MIDI implementation and Cubase (which always had a solid MIDI implementation) slipping because their audio engine was falling behind, the general opinion was that MIDI was on the way out and digital audio was going to take over. Virtual instruments were simply a novelty at first because computers lacked the power to do them right. 
 
But then virtual instruments, MIDI over USB, powerful computers with lots of memories, and multi-gigabyte sample libraries not only revived MIDI but put an entirely new face on it. In general, MIDI implementations need to be re-thought for today's reality. I think that starts with opacity/transparency/layers. It has become necessary to see more "layers" of MIDI these days then were common in the early days of MIDI.
 
And even more importantly, bring back cost-effective polyphonic aftertouch in MIDI controllers! We have computers and interface speeds that can handle it, and I wouldn't be surprised if Ensoniq's patent will expire soon, if it hasn't already. It wouldn't be necessary to do extensive editing to try and be expressive if you could play expressively and capture that in the first place (cue the Roli keyboards).
 

I do have a workflow for MIDI editing that works fine for me, but I don't want that to be interpreted like I'm minimizing the issues other people have or offering a workaround. The bottom line is I NEVER have the comping record mode selected while recording or editing MIDI but instead use Sound on Sound mode (sometimes Replace), work with Take Lanes, and bounce to tracks often to consolidate data. I'd be curious if those having problems with MIDI have comping mode enabled.

Nudging in the PRV has issues. I never nudge notes, only whole clips.

Anderton
And even more importantly, bring back cost-effective polyphonic aftertouch in MIDI controllers! We have computers and interface speeds that can handle it, and I wouldn't be surprised if Ensoniq's patent will expire soon, if it hasn't already. It wouldn't be necessary to do extensive editing to try and be expressive if you could play expressively and capture that in the first place (cue the Roli keyboards).
 

Keith McMillen's qunexus has poly aftertouch, as do the CME X-Key range. Neither is exactly what you'd call a comvemtional approach to a keyboard though. Having said that, I like the qunexus for mono-synth control. It's surprisingly expressive once you get it's programming tweaked to suit you.

Anderton
 The bottom line is I NEVER have the comping record mode selected while recording or editing MIDI but instead use Sound on Sound mode

There is definitely something in this idea Craig.  I edit in midi about 80% of my studio time and outside of a few small annoyances have never really encountered the frustration people seem to express over Sonar's midi implementation,  but I always work in Sound on Sound mode.  Midi is infinitely editable -  that has been it's selling point since its inception. Any other mode seems superfluous and adds unnecessary complication. 

@Kylotan:
Do you have more than one Take lane in the track? I thought the PRV nudge issues only occur when there is more than one lane. If you only have one lane in the track and experience the issue, it's a new discovery!