I was able to get this to reproduce if I turned off all the inputs on my Focusrite in the preferences.  So I had just audio output devices and no audio input devices.   With my normal 2 audio input devices the second synth track uses the correct input to the audio track (the one from the synth itself).  But without my two audio inputs it seems to use the first soft synth's output as the input.
 
What does your Prefernces->Audio->Devices page look like?  A screen shot might be useful. 

Wow! msorrels you are simply awesome. I changed my driver mode to ASIO and the problem solved. Hurrah! I was using MME 32 bit driver which for some reason doesn't seem to have input drivers.

But ideally it should work correctly without input driver right. Hope the bakers look in to it. Also I like using MME than ASIO but now I can't. :(

It should work without any input drivers.  Be sure and submit bug report or a support ticket or something.  The only thing that has worked for me is posting here and hoping someone from Cakewalk development sees it.  The wall between support and development at Cakewalk appears to be nearly unbreachable.  But spring is coming, perhaps they will do something to sort out the input/output/routing issues that have plagued Cakewalk for so many years.

Yup