I kinda see why they did it this way.
New midi recording only starts when first midi note is received, so even when it is in "sound on sound' mode, all that is happening is that there are multiple layered midi clips. There probably wasn't an easy way for them to merge midi into an existing midi clip that may have different start/end times, especially if there are already stacked midi clips in the track.
What I'd like to know is if there is a way to see all the clips, side by side? Samplitude has a take manager, something called revolver tracks that lays out takes next to each other and you can comp them together easily. Sonar seems to just dump everything on top of each other in the track, unless there is a way to view side by side.