You can do this in SONAR, but you have to show lanes and use the Comp tool (Smart tool used in the lower half of the clip). If you've split a clip, you'll get a crossfade tool when hovering over the split; clicking and dragging up will create and widen the crossfade.
It the two clips weren't created by splitting, you'll have to create an overlap by dragging one or both clips in order for the auto-crossfade to have something to work with.