Well, just tested the bounce to tracks.
But it does not work either.
I think I found out what is the problem: Sonar neglects to take care of my automation, which I have on the track (on CCs and on volume). It seems to pretend, that I have no automation. Even though I have checked all "Mix Enables" like "Track Automation", "Bus Automation", "FX Synth Automation" and all the others.
The strange thing is: It works fine, if I play it live. The probelm first appears if I bounce or export the audio.