endoverend, I've got a basic setup of the MPK25 in which the transport buttons work. You may already know some of the steps below, but I'll go ahead and list them just in case.
First, the Akai MPK25 internal Sonar preset does not work as you suspected. You'll need to create new new preset within the MPK25 for Sonar X1. I set mine up under preset 16 and named it Sonar X1 (brilliant, no?

).
Next, in Sonar under Preferences/MIDI/Control Surfaces, add an ACT MIDI Controller selecting the appropriate MIDI devices for the Akai MPK25. Apply and close out the preferences windows.
Then under the ACT Module on the Control Bar, make sure the control surface you just added is selected and then click on the setup button to bring the ACT settings window up. You'll need to create a new Preset, so start with the MPK49 preset and then after you make the following changes, you can rename it to MPK25 and then save it under the new name.
Under the Controllers tab, here are my settings for the each of the cells in R row, S row, Shift-B row and B row:
R1-R8 I have setup to control volume utilizing the Bank A, K1-K12 rotaries on the MPK25.
S1-S8 I have setup to control pan utilizing the Bank B, K1-K12 rotaries on the MPK25.
Shift B1-B8 I have setup to control movement between track groups and individual tracks. (I use the S4 button on the MPK25 as my Shift Button. However, you can use the pads to the left of the LCD or any other button that transmits a MIDI signal for a Shift button if you like.)
Finally, I setup B1-B8 to control transport functions.
Under the Options tab is where you tell Sonar what function to assign to each rotary or button. For Rotaries and Sliders (although it says sliders, you can still use the rotaries on the MPK25 since it doesn't have any sliders) you only need to select the overall function of Volume and Pan respectively. For B1-B8 and Shift B1-B8, you;ll need to select the specific function for each using the dropdown windows.
It's probably best to start with the Options tab and then go back to the Controllers tab to MIDI learn each button or rotary cell. You'll have to click on the function name of each cell heading then move the rotary or press the button you want to control that specific function assigned to that particular cell to let ACT know which rotary/button to use. For MIDI learning the Rotaries and Sliders functions, to keep things simple, Bank A rotaries on the MPK25 assign to the Rotary row and then Bank B rotaries on the MPK25 assign to the Sliders row.
Finally, be sure to first Shift learn whichever button you want to use as the Shift button before assigning the Shift B1-8 row.
I hope this helps. I apologize for my wordiness.
It can be tedious to set the MPK25 up, but once you have it setup, it's definitely worth it. It's a great little controller.