as an experiment i used the instructions from the cakewalk help doc to save one of the files that didn't get placed in separate folders, with no luck. :
To save an existing project using per-project audio
You may have older files that are not using per-project audio folders. If you want to save these files using a per-project audio folder, use the following procedure:
1.
Make sure the User Per-Project Audio Folders option is selected in Edit > Preferences > File - Audio Data.
2.
Open the project whose audio you want to store using per-project audio.
3.
Select File > Save As.
The Save As dialog box appears.
4.
If you want, change the name of your project.
5.
In the Project Path field, enter the new directory where you want to save the project, or use the Browse button to the right of the field to navigate to an existing directory.
6.
Check the Copy all audio with project option.
7.
Click Save.
8.
SONAR copies the project to the directory specified in the Project Path field and stores all the project’s audio in the directory specified in theAudio Path field.