A workaround is to simply freeze or bounce the track with the long note temporarily.

Just beat me to it:
 
The workaround is to bounce the long notes to audio (at least temporarily). If the short notes you want to edit are the same synth, you'll need to temporarily mute the notes you want to edit or move them to another track so you can bounce just the long ones.
 
Like the other Dave, I personally think MIDI note "chasing" is a poor solution to the problem, and wouldn't use it most of the time unless maybe it could be enabled/disabled on a per-track basis. Re-triggering MIDI notes does not give the same result as unpausing audio. Usually I either don't really need to hear notes that started earlier, or they're just pad sounds that I can easily freeze/bounce to audio early on. Or I just PageUp to an earlier measure to hear what I'm missing.

Haven't used Reaper or Acid but Sonar seems behave the same as the 4 or 5 other DAW Midi editors I've used over the past 25 years.  I know it can be frustrating when the program doesn't play a note that  starts earlier but personally I prefer it this way. 

Bristol_Jonesey
A workaround is to simply freeze or bounce the track with the long note temporarily.

Yeah, thats the option, but anyways, better this option to be added ...