Presently, when you import a WAV file that contains markers...SONAR includes the markers on the timeline (that's good), but the marker text in the WAV source is ignored.  Instead, you get a name that consists of the source file base name (i.e. without the extension), a dash and the marker number.
 
What would be a whole lot better, is to take the extra step and see if there is an Associated Data List for the Cue Chunk, and pull the dwText for each cue and use that as marker text instead.