BobF
I'm not saying that Sonar couldn't use a little improvement here, but part of the challenge is the way Windows manages USB devices.

I notice most seem to have met that challenge :)

Scoot
Fan base and mouse

Sorry to jump in, but I'd love a fan base plugged into a USB port, preferably one that comes to my gigs :-)

To add to what the Doktor had to say, this is much less about something wonky with the operating system and much more about a crummy UI. They clearly know when devices are coming and going, it's a matter of acknowledging that devices will come and go during a session and creating a UI that manages it well.
 
That pop up dialog should be burned along with the rest of the 90's memorabilia. I have no doubt that they can do much, much better. 

Same issue.  It's one of the reasons I procrastinate before starting a project.  I dread fussing with all the connections.