OK, think I have this figured out.
I run Sonar with my window settings adjusted such that the Console View is not in a floating window.
This way I can toggle between Console View and Track view by using Windows command Ctrl + Tab
Apparently, this does have an effect on the Sonar menu bars.
And, this has not changed with the Gloucester update . . . I rolled back and Foxboro was the same regarding this.
Still not sure why the floating windows setting should affect inserting audio and midi tracks in Console View, but I guess it still works by right clicking on the Console View track header.