Anything that generates or buffers audio can keep on outputting data after playback is stopped. That mostly means synths and samplers, because most buffered effects (e.g. reverbs and delays) will empty their buffers quickly (just make sure to enable the "play effect tails after stopping" [FlushOnStop in aud.ini] option). However, some poorly-written plugins don't know (or don't care) that playback has ceased and continue to spit out what's essentially random noise.
Why, exactly, this is a problem when saving projects I do not know. I suspect it's due to SONAR attempting to grab some resource that's already in use. Kind of like when you try to delete a file and Windows won't let you because another program already has it open.
The fact that it's only an issue with a small percentage of users suggests that it's not a Windows issue, but more likely something to do with a driver. Topping that list of suspects would be the audio driver, but many other drivers come into play such as USB, Firewire, disk drives, even video and network drivers and active anti-malware that inserts itself between programs and the file system.
Personally, I have never experienced this phenomenon even though I only render soft synths near the end of the project's life cycle. I have, however, had issues (e.g. pegged-out meters and large blasts of noise) with certain plugins that continuously output random garbage.