I remember that this was working in previous versions of Sonar, but now, when I select just a few notes, among many, to edit its volumes, although only its volumes appear at this time, when I drag the mouse to edit the volumes, all others reappear, preventing me to edit only the volumes of selected notes.
May be some thing I have to change in PRV?

After I test better, I realized that the problem occurs when using Smart Tool (F5). When I use Draw Freehand (F9), it edit only the selected notes, as it should always be.
Is it a bug?

I think you have to hold Alt in X3 to affect only selected notes when drawing velocities with Smart Tool.

If I understand you correctly, there IS a bug that may be affecting you:  if you have multiple tracks viewed in a single PRV window, then select a single note on one of the tracks, then adjust its velocity in the controller pane, you will be also affecting any notes that are at the same time and on a different track (and NOT selected).    I reported this one in the Problems forum, but don't remember whether I filled out a problem report for it. 

brundlefly
I think you have to hold Alt in X3 to affect only selected notes when drawing velocities with Smart Tool.

 
+1  Verified in X3. 
 
Editing selected notes velocity has been "fixed" in Platinum as works as expected.
 
-- Ron