What does taskmanager show in usage overall and each core?
First core is often heavily used by Windows, so maybe Sonar prefer to use it less - or leave headroom for audio engine or something.
Default setting in bios on my computer was also to park cores, which I changed to not do that.
But if people run default setting, it means that it will not start extra cores unless total usage in computer require that. It will even overclock first core before starting another core. So for daws in general that can be turned off with dynamic overclocking as well as parking cores.
I'm not current on Sonar, so I know what is in gui as settings, but there used to be a config to set multicore various settings. If it was aud.ini or cakewalk.ini I don't remember.
To get more details I use SysInternals ProcessExplorer where you can see many interesting things about each process running. See what each thread in a process is using from cpu etc.
What is done in a process is distributed among threads - which each can be placed on a certain core or let Windows select which core it ends up on. Computer usually has a 1000 or so threads running, TaskManager show you how many - even if most of them are suspended waiting for an event to actually consume cpu.
A process running has minimum one thread, usually for gui if any.