Hello. I think I have figured it out.
It's funny, but of course Sonar comes with some wonderful plug-in instruments. My habit has been to first use my keyboard as a sound module, so I have been going on habit and did not think to use a plug-in instead. Evidence that I am getting old and set in my ways.
Anyways, for those who own a Roland RD700nx and want to know: In the System menu, there is a switch called Edit Mode. When set to "16PART", the upper layer 1 will respond to midi messages on ch.1, the upper layer 2 will respond to midi messages on ch. 2, the lower layer 1 will respond to midi messages on ch. 3, and the lower layer 2 will respond to midi messages on ch. 4. When Edit Mode is set to "16PART+PERF", the 4 internal layers will not respond to midi messages, and can then be controlled by the player using the keyboard controllers.
So, in my case, the Edit Mode switch was set to "16PART+PERF", the sound being played was the ac. piano, and would not change when I called up different patch on any of the layers.
This still does not explain to me how the keyboard knew to play an ac. piano sound when receiving midi. But at least I now know how to call up a patch and have it played by midi.