I freeze most soft synths. Just out of habit and having been doing this since computers couldn't mix and generate a synth at the same time. However, you don't need to if your computer can handle it.
The other reason to freeze or bounce is to have effected tracks available for archiving, so that in the future when your effects no longer include x-reverb you'll have a copy of the effect and track rather than having to find a similar effect. And of course, I don't think bouncing includes auxiliary tracks and sends, like a reverb send.
It would be great if SONAR had a routine that would freeze all tracks at once as well as sends somehow. And keep your original tracks unaffected. And delete any clips you haven't used - a quick clean process.