Micrsoft has a standard DirectX interface for 'media' of all sorts, including sound. I think its up to verson 9. So Cakewalk has this prefernce for dealing with sound devices through the 'native' Windows' interface DirectX, instead of through the standard vst interface specification.
i remeber more than once at early road shows hearing the Cakewalk reps indicate there were advantages to this, but I don't recall any details.
it should be noted that any given host wraps or adapts sound devices in some way to inteact with their host program. Cakewealk chooses to wrap the vst in Microsft's DirectX interface.
I don't know what's gone on with Sonar 5, but it sounds like the wrapper is now somehow attached or linked to the plug more directly so it's more portable. (that's a guess)
And given that OSX is in th efuture the whole wrapping issue must be occupying a few brain cells at CW these days.