I get the OP's point. You want to add reverb while the track is playing. On a hardware console you reach for the aux send that is already connected to a reverb device and fade it up. In Sonar, you can do Craig's thing, stopping the transport and adding a reverb send and setting it to zero before pressing Play, but that disrupts the flow. Really, it seems to me that any new send you create should default to zero, but especially reverb sends. I don't work with clients any more, but I can picture their reaction if I periodically blasted the room with way too much reverb (sock monkey's scenario).
 
So my vote would be for new sends to start at zero. If we were voting.

 I think we're voting. I would want (and sort of expect) sends to be inserted into playing tracks to start at zero.