Hello,
 
I have oversampling on render and playback on some softsynths with the 2x button enabled.  Sounds great when I hit play, but when I export the audio as files, its as if oversampling is disabled.  Some of my synths sound very wooly.
 
Is there something I need to do?

Thank You!

It's more likely that something other than oversampling is at play here, but you can test that hypothesis and probably learn something the process, or at least make some interesting observations that'll inspire further investigation.
 
The first challenge is objectively demonstrating what oversampling actually does. You do that by intentionally creating the one (and only) problem that oversampling solves, namely aliasing, and measure it so that you can see oversampling at work. To then determine if SONAR is correctly oversampling on export, compare a spectral analysis of that test file with and without the 2x oversampling enabled.
 
This isn't as complicated as it sounds. SPAN will clearly show aliasing with a test tone (but not with music) as spikes that are not multiples of the tone's frequency.
 
With some experimentation, I predict you will find that a) aliasing is not as common as you might think, and b) the presumed benefits of oversampling are often greatly overstated.

bitflipper
With some experimentation, I predict you will find that a) aliasing is not as common as you might think, and b) the presumed benefits of oversampling are often greatly overstated.

I agree with a), but not with b). Some sounds benefit tremendously from oversampling; and if there are several sounds that benefit from it in a mix, the effect is cumulative. This video shows just how drastic a difference it can make with synth waveforms that are super-rich in harmonics.
 

 

Well, I have a sound here that is night and day (like Anderton's example, maybe even more so).   No test needed.  It simply exports as if the 2x button is not enabled. 

You are absolutely right, Craig.
 
But here's the "but": I would consider that synthesizer defective, demonstrating an inexcusably poor design. There is no technical reason for any purely digital process to not be properly band-limited. How many synths did you have to try before you found one that would alias so badly?
 
The reason I ask is that I had intended to provide Adam with a procedure for determining if aliasing was indeed his problem. But I became stumped when I could not come up with an example using any of the tools at my disposal. The best I could manage was running a test tone through Guitar Rig at a ridiculous gain setting and treble/presence cranked to the max, and even then the aliased components came in at -66 dB. 

bitflipper
You are absolutely right, Craig.
 
But here's the "but": I would consider that synthesizer defective, demonstrating an inexcusably poor design. There is no technical reason for any purely digital process to not be properly band-limited. How many synths did you have to try before you found one that would alias so badly?

The older the synth, amp sim, or dynamics processor, the more likely you'll find aliasing. Obviously I picked a waveform with a bazillion harmonics to get the point across. 
 
Upsampling is somewhat like the Console Emulator. Although people say they don't hear a difference with the CE, the cumulative effect over multiple synths/sims is telling. Also remember that just because a synth or amp sim oversamples doesn't mean it oversamples well. Corners are often cut in order to hit a tradeoff between CPU consumption spent on oversampling and sound quality.

can you not export oversampling?  if not, whats the point?
 
I can't get my synth to sound like it does inside the DAW

Did you try "Upsample on render" shown in the above video? Worst case, you can also bounce to a new track, archive the original synth track, and then export (as a pure audio file); but I thought that render setting also affected export (may be in the export dialog, but forget actual placement now).

You need to enable oversampling on the VST synth itself.  64-bit float should enabled by default. 
 

sounds seem better in Musiclab guitars, but still will be much more better if it can upsample in higher multiples like 4x, 8x, 16x, 32x, which making sounds more and more like ADC recording for physical modelling synths........ (because ADC usually oversamples in 128x.................)