Just tested Korg padKontrol doing the following...
1) Opened a project that already had AD2 inserted and had already been triggered with the padKontrol in previous sessions
2) Turned on padKontrol with project open
Expected result (well not expected because this has never worked before but the implication was that it would): Sonar would detect pK and trigger AD2.
Actual result: No MIDI connectivity with pK and pK was not in Edit > Preferences > MIDI-Devices options.
Of course closing Sonar Platinum and THEN turning on the pK THEN opening the same project resulted in immediate connectivity and I could play through the AD2 track immediately (which was already set up beforehand).
So unfortunately that specific device does not yet allow for immediate MIDI joy with an open project. Probably something to do with the Korg drivers. No big deal. It takes 5 seconds to close and restart Sonar.
I have not tested it with the Oxygen 25 but will report back when I do.
Cheers.