Aha - good to know, thanks.  

As a possible alternative, if your soundcard|ASIO drivers|software supports it, then you can route track(s) out to an unused ASIO output bus, connect that to an unused ASIO input bus and then use that as the input to the audio track in Sonar.  However, this depends entirely upon the capabilities of your soundcard, not Sonar.
 
I used this technique to set-up a dub reggae style echo as per one of Mr Anderton's Sonar tips videos (X1 Advanced Workshop : Looping IIRC).
 
The only other way I can think of would be to mix down the required tracks, not exactly a flexible arrangement but workable.

Thanks ston, yeah I'm aware of the alternative methods and 1) my soundcard doesn't support that kind of routing (my old one did!) and 2) I've done the bounce-down method before, it works, but I guess not ideal.