This is great feature - coming from sonar 5 to professional -to be able to delete a synths output tracks automatically when deleting a synth from the Synth Rack. BUT, why in the world would that be designed to delete the midi source track " associated " to the synth? That is crazy - especially when the midi track is not in view ! it's just -  POOF  - gone.  That is a critical source data track! Please tell me there is a switch or configuration setting to NOT delete the source midi track.
Imagine a scenario, which I undertake daily, to simply plug in synth after synth to audition a midi track for a session, having to assign and un-assign a midi track to the synth before and after each synth insert and delete is very tedious. Even if the midi track would be assigned to no output - at least the source data isn't in danger of being deleted.
 

You can substitute one synth with another synth using the browser, while leaving your MIDI Tracks, assignments, etc. as is. The Replace Synth option is in the Synth Rack drop-down menu.
 
A LOT has changed since SONAR 5! It may be disorienting at first, but there are significant improvements.

Delete Associated Tracks does not discriminate between track types assigned to the synth.
Try using "Replace Synth" instead of "Delete Synth" when you want to audition different synths.
"Replace Synth" is found in the track context menus and the Synth Rack Menu.
 

Thank you Craig and Scook for the heads up on the workflow change. I'll need to get re-habituated on this. Craig I've been updated for about 4 -5 months and I'm very impressed and happy with Sonar Pro. The (re-learning curve has been great ). I think it's still the best Daw software going and I've been with it since the Dos days.
I would still however advocate that the midi track not be included in the delete associated tracks when deleting a synth from the synth rack. - maybe it's my workflow, but I can't ever see a reason to chance deleting  a data track without a very specific and purposeful path to doing that.

Rbh
Thank you Craig and Scook for the heads up on the workflow change. I'll need to get re-habituated on this. Craig I've been updated for about 4 -5 months and I'm very impressed and happy with Sonar Pro. The (re-learning curve has been great ). I think it's still the best Daw software going and I've been with it since the Dos days.
I would still however advocate that the midi track not be included in the delete associated tracks when deleting a synth from the synth rack. - maybe it's my workflow, but I can't ever see a reason to chance deleting  a data track without a very specific and purposeful path to doing that.

If you right click on the audio portion of the synth in track view, and choose delete track it will preserve the midi track. (But it leaves the synth in the synth rack with no assigned/associated  audio track). Replace Synth as noted previously is a much better option usually. 
I believe another option is that you can Clone and rename the midi track prior to deleting the synth from the synth rack to preserve Midi data where you want to preserve your Midi data.
Or you can freeze unneeded synths to free up processor resources, and move them to a folder for housecleaning and not worry about deleting them at all.

Back at SONAR 5 (or was it 7?), there was briefly a bug wherein if you deleted the synth and didn't reroute its track, the program could crash on playback.
 
From then on, I got into the habit of inserting the new synth first and re-routing the MIDI and audio tracks before deleting the old one. This had the added benefit of being able to easily switch back to the original synth with its settings intact if I didn't like the new one. I still do it that way today, even though it's no longer necessary.
 

One other option is to use Synths with an Audio Track and a Midi track in a folder, after your first go through with your first synth, clone the MIDI track to a new stand alone MIDI track.

Then you can either replace the synth or instantiate another synth then just redirect the output of the MIDI track to the new synth.

Whilst SIT's keep down screen real estate I still prefer to work with separate audio and MIDI tracks in track folders.

Another option would be to uncheck the delete associated tracks in the pop-up menu.  I'm not at my music computer so I can't give you a picture.

Mario D - Yes you can uncheck the " delete associated tracks " For me the main benefit was to quickly clean-up the track pane. For example - everytime I insert Battery  - it inserts 16 tracks of outputs. I've rarely used more than 6 of those stereo track to process drums. So - if I delete battery I'm left with selecting and separately deleting those 16 tracks.  I think I'll adapt Bits workflow and just change the order of my inserting prior to deleting the current synth - the downside is that I cluster the track pane even more before deleting from the synth rack, or replacing if it's a single out synth. It's all good - it's just that opportunity to lose a critical data track that bothers me about the current default action. I appreciate the input on this.

I do this a lot and was un aware of the replace option so once again big thanks to scook for once more pointing out a simple feature I missed. 
 
But my findings are the remove associated tracks box will be unchecked by default if there is a midi track assigned to that synth. 
So my workflow has been to insert the new synth, re assign the midi track to the new synth then choose the delete synth option. The box is then checked and all goes fine. But I will now try the replace option which will save time.