Not sure what everyone else is doing, but this is how I perform loop recording in Sonar Platinum
In Preferences > Project > Record
I select the following:
Comping
I select Auto Punch and check off "Mute Previous Takes" and then uncheck Auto Punch
Store Takes Lanes in Separate Tracks
Create New Lanes on Overlap
New Take Lanes on Top
Do not Group Tracks
Once this is configured, I save the project and then close and re-open the project. (May not be needed, but that's just me.)
I select the desired loop points.
I insert my Soft Synth
Arm the track and begin playing the synth.
On each loop pass, I only hear the part that I an playing and the previous parts played have been muted and are in take lanes.
Try it.