I had a RME 9632 that I used for midi as well as audio. I removed it from my system and added a UAD Twin Duo USB. Every project I open that was made when the RME was in service has this screen pop up before loading. And, it really slows loading. The midi device is not listed in preferences, and not an option on the one midi track on these files.
 
What do I need to do to get this 'out of my system'? Thanks

There is no way to tell the old projects not to look for the devices they were saved with.  You will need to assign new outputs for the midi and audio tracks then resave the projects. It's the reason I dread changing hardware!

If you remove any routing to the device from the tracks (or anywhere in the projects) then save do you still get the message? That message should only come up if the project still has active connections I believe.
 
However I often leave my devices disconnected and don't get that... but I probably use much more vague routing from the devices. I don't think, aside from some very specific tasks, I've ever specifically routed to devices.

At current time I have no midi in. It sounds like I need to pick something up and install it if I'm going to exorcise this demon. I really only need 2 in 2 out at most. Most times only 1. I really wish the Twin USB had midi. Any suggestions?

A couple of solutions.  Install loopbmidi and assign your midi tracks to it.  It is a free virtual midi port utility and will show up in your midi devices.  I use it all the time -  it will not affect your system at all. You never need worry about connecting a device then. 
 
http://www.tobias-erichsen.de/software/loopmidi.html
 
You could just insert a soft synth,  assign the midi tracks to it,  then use the power button or drop down menu to disconnect the synth,  but leave it in the synth rack. Sonar will not ask you to reassign any tracks assigned to it even though it is disconnected. 
 
I use an m-audio uno on my portable rig if you just need a single hardware midi in/ out. Works fine and about $40

Double post