Hey Susan, I think those that hear output must be direct-monitoring their synths.
I verified SONAR is sending MIDI, and the synth is responding, but the audio track that's echoing the input is being temporarily Archived along with all other tracks in the project.
This makes some sense, as you wouldn't want to hear everything else playing during quantize audition, but SONAR doesn't "know" that the audio track is hosting the instrument being driven by the MIDI, where as it does "know" that when using a soft synth.
Since it's using the Archive function, I don't see any way around this other than direct-monitoring.
Dave