Ye Gods.
Look, this really is very, very simple.
Before you launch any DAW you turn your audio interface on, yes? That's a rhetorical question by the way. If you don't then any project loaded will complain about it and the master bus and any other busses feeding hardware outputs won't be routed correctly.
MIDI hardware is treated the same way.
If, before you launch Sonar you switch your MIDI controller on so Sonar is seeing the MIDI environment the projects tell it to expect to see MOST OF YOUR "PROBLEMS" WILL GO AWAY.
If you used MIDI channels to route MIDI MOST OF YOUR "PROBLEMS" WILL GO AWAY. If you used some DAWs, e.g. Logic for one, you would have to do that. If you used hardware synths or MIDI controlled processors you would have to do that. Putting lots of stuff all on the same channel is asking for problems and massively complicates sorting out routing problems and mistakes. Using channels means you can be certain MIDI only controls what that particular MIDI should be controlling. Doing it your way is asking for problems.
It is not Sonar's fault that you don't switch your controller on or refuse to use channels to help keep MIDI routing as you want it and would rather vent here about what is neither a design problem nor a bug other than the omni/none naming issue. WHICH YOU CAN AVOID BY TURNING YOUR CONTROLLER ON OR USING MIDI CHANNELS before opening a project that expects it to be available.
And that's the first time I've ever shouted on this forum, but I'd hate to see someone being misled by your personal gripes.