A simple answer is that SONAR also tries very hard to maintain the plugin preset/parameters when you save the project file (for ones reported to SONAR). SONAR is simply telling you that what it saves in the cwp has been altered... whether you choose to save or not is up to you.
Consider the flip-side for a moment... imagine the cwp saves nothing and you are forced to save each and every preset by plugin in your project... when SONAR loads the project, all plugins are "default" and you then need to load each plugin manually (every time!) and "hope" you remember the right name... the world would get very ugly, very quickly.