I did export the same song before, but now for some reasons instead of the whole song it is exported only 10 seconds file with no wave data...
 
There is no option to export in MP3 in Sonar LE (what I find rather unfair), but it was acceptable, since I could export in Wave format. Now it is a problem here also.
 
I use the Entire mix as an export option with the appropriate sample rate.
 
What to do?
 
PS The problem is solved after the reopening of Sonar.

You probably don't have the whole song selected.  There is a quirk that when you go to Edit | Select All you may not actually select everything.  First be sure to click a track, the Select All.  After I select everything, I then go back and select by time to get the start and finish where they should be.

Konradh, thank you, yes, it was probably the problem with the selection. I did not use Select all, while I thought that selecting the Entire mix option would do it as it is in Adobe Audition...
 
I think, it could be better to reopen the Sonar, then to play with the selection. ;)