I suppose you're right. It's expected behavior (for me, anyway), but not really necessary.
I did try playlisting in SONAR for a couple of live gigs and it was just 'ok'. I would open all the songs in a set prior to performing to try to minimize any delay between songs. I lived with it. It was also cumbersome for a number of other reasons.
Yes, there are much more suitable setups for live playlisting, and now I use SONAR to just produce tracks, export the files, and load them into an iPad playlist app.
Thanks.