You're glossing over an essential problem that has been pointed out to you a few times now. Let's assume for a second that what you ask for happens, and Sonar drops all files on a single track. Without any way of indexing they would end up on top of each other. Which is as bad or worse as having them on multiple tracks, right?
So how should they be sorted? 1. Alphabetically as shown in Windows Explorer? That's probably not the order of your book and will lead you to so much searching and moving it's, again, pointless.
2. By creation date/time? This would be better, except of course if you have edited some clips in the H4N and it changes the date/time, they would end up at the end of the project. Again, useless.
3. By timestamp - this is the most useful (and industry standard) way because the file will have a starting time stamp. If your device supports this (and it really should), you can simply drag them into Sonar and then bounce to a single track, as Anderton said.
So it's really not a problem of Sonar not being able to do this, it's the lack of logical organization within the files - unless your device timestamps, in which case the whole process is really easy and it's pretty irrelevant whether or not Sonar puts the files on separate tracks initially or not. It just takes like four mouseclicks to get to a single track.
Alternatively, have you considered simply playing back the whole thing on your device and recording it into Sonar? Or bouncing the project to a single file inside the device?