I don't have the old Sonar installed anymore, I uninstalled it to install Platinum.   And sure, I'll do a bug report for Cakewalk.
 
Thanks,
 

Also, to be clear, the Sony trial version I have is called Sony Movie Studio Platinum, and as noted earlier, it also fails to work with the exported video from Cakewalk (though it does better than MS Movie Maker), and it fails at making sense to me as to how I would do what I want to do with it.   I am not a media software genius by any means, but I have been around enough various platforms over the years to know intuitive UI when I see it, and the Sony stuff is not it.

My system is this (and it works).
 
I have kLite Video codecs installed (free and safe)
I use the OLD video engine in Sonar.
I match up audio and video in a video editor after exporting audio from Sonar yet working in Sonar to picture then export the final video/audio project from the video editor.

No clue what's going on here, maybe this is a WMV Windows library bug or something.   I got the Sony Movie Studio thing to sync the audio and video, and it will export a WMV that I can play in Media Player, but not in Movie Maker.  It won't work with the video exported from Cakewalk.    Soooo weird... no idea what's up here.
 
Anyway... no idea if it's all Cakewalk's fault or not anymore.

BrotherJack
Ah, I didn't know there were mulitple video engines now.   I will try the older one (which I am suspicious up front will probably just return me to my frame rate mis-match results in video to audio sync slowly drifting over time issues), but at least maybe that'll get me a working video.
 
I'll also look at the docs more, but honestly, exporting video should be 'functionality 101'.   If I had to do more than click "Export Video", select the output file type, and click "OK" to get a working video, something is haywire.   To get a working video with a different codec or frame rate or whatever, I would expect to need to know some things, but just to export what I see on my screen to a WMV or MP4 file should be no-brainer simple.
 
Thanks,
 

Just to play Devil's Advocate here, exporting video really isn't that simple.  Open up any real non-linear video editing application like Premiere Pro, and when you export the video, you have a multitude of choices: file type, codec, compression settings, pixel ratio, etc.  Because these are video editing applications, it's expected that they'd have robust exporting/encoding options for video.  And even standard formats like WMV and MP4 have a ton of parameter options.
 
On the flipside, Sonar is a digital audio workstation, not a video editor, so being limited in export options is - I think - completely understandable and acceptable.  And whenever a software application provides a "one-button" export option, it's making default decisions on a lot of parameters that could affect that video's playability in another application.  That's why video editing applications have a ton of export parameters...how the file is rendered depends entirely on where it's intended to go next in the pipeline.
 
Again, it's not my intent to be condescending or anything like that, but I think scook's advice is probably best.  Bring the video into Sonar.  Use Sonar to work its audio magic, then export that audio file and bring it back into the application that's designed to edit video, line it up, and export away.
 
I haven't used Sonar's video capabilities since upgrading to Platinum, but when I did an audio mix for an indie film I ended up using Adobe Audition because of Sonar's video limitations.  Those limitations were only in regards to playback, however.  I never intended to export a finished video file out of Sonar, because that's not what it's built for.

I don't take any offense to any of that man, I didn't see you say anything that was an insult to me in any way.  
 
But, to respond to your devil's advocacy:
 
1) I can not, using any of the available codec's or other options, export a video that I can use with any other video platform at my disposal (anyvideoconverter even hates it).   I have tried all of the file formats and codec's available in the export dialog box.   Also, all but one of the output file formats I can select crashes and burns with an error message saying disk may be full (there's actually 1.2 ish terabytes free) or maybe some other problem it doesn't name.   That's Cakewalk fail, there is no two ways about it.  It happens with both the old and the new video engine.   The only other argument that could be made is that it's codec fail, but come on - Sony's Movie Maker works, Movie Maker works, Media Player works,  and they should in theory be using the same MS supplied CODEC/underlying file format framework.
 
2) I am not in any way trying to use Sonar as a video editing platform.  I am trying to use it as it was designed, which is something I can pull a video into, edit/add audio related to that video, and export the results.   Nothing ever happens to the video itself other than 1's and 0's in and 1's and 0's out; no 'editing' ever happens.    If it wasn't designed for that exact purpose, it would be one thing, but it has all the software UI and documented features that says it should do what I am trying to do.
 
3) Having choices doesn't bother me at all.  It could have 1000 choices of CODEC's and formats, and I'd not have a single complaint.  Having choices, none of which work in a functional sense (ie: they don't function), this is what pisses me off a lot.     There is no reason why Sonar, doing video in the context it was designed to do, which is to say 'it should play it and export it along with the audio, nothing else', should not be able to get me a working video if I just clicked  'export video' and left all the options at default.   There should be (and are) some advanced options wherein I can select encoding/codec options and other useful things about how I want it exported; but touching any of those should not be necessary (and as discussed, I can touch them all I want, it still won't export a video that works).
 
That's my $0.02 - seriously, let me know if and how you think I'm wrong about it - I will take no offense.
 
Cheers!
 

Footnote/update.   I broke down and spent money on a copy of PowerDirector 13.  It has a sync-by-audio feature.  Works like gangbusters.
 
To date, Cakewalk support never responded to my support ticket on the subject.  :(
 
 

It sounds like you're somewhat of a casual video user, which is fine, but working in the video world can get complicated fast. I use SONAR's new audio engine without issues, but remember when you export and click on the Encoding Options button, there are four different video codecs, four audio codecs, and too many audio formats to count...along with height, width, and bitrate parameters. That's your basic "combination lock" and all the tumblers need to be in place for the export to work in your target.
 
I just finished five videos with the soundtrack and narration done in SONAR, and the videos in Vegas. I do as others suggest here - bring a copy of the video into SONAR (I use a compressed WMV so it doesn't stress out SONAR), do the audio, export the audio, then bring it into Vegas. I can then export from Vegas in a zillion different formats, which I often need to do.
 
But, you found something that works for you, and that's great. The main reason I'm writing this is to warn fellow travelers that working with video can make your head explode if you're not careful...and sometimes, even if you are .

Andertonwhen you export and click on the Encoding Options button, there are four different video codecs, four audio codecs, and too many audio formats to count...along with height, width, and bitrate parameters. That's your basic "combination lock" and all the tumblers need to be in place for the export to work in your target.

maybe some video export templates, designed and tested for standard formats, should be provided?

A differentiator here is that Windows Movie Maker does a lot of backend work to accommodate a novice. As you get higher up the food chain that should be even more refined, but most rely on the user knowing good from bad and make them choose (and inundate them with choices).

Premiere Pro is the same, the user needs to navigate a rat's nest to export (and sometimes just edit).