I may have this all wrong, but this behavior, if I recall correctly is partly Window's fault because there are no MIDI channel naming conventions in the USB world, so when it sees a USB MIDI device plugged it, it can't know if this is a new device or if it's the same one so it creates a new one, and Sonar, knowing this limitation of Windows, tries to map the device it figures is the old one back into the application-level slot it belongs.
Your device should not cut out in a session so I agree with the suggestion to check your power management settings. And your fix of removing the old device entries is the only way I know of to fix Sonar's view of the device.
I do know that Microsoft is working with vendors to figure out a better way to handle things. In the meantime, USB interface and MIDI users must continue to suffer.