[Solved] Oversampling Not Working On Export

It's more likely that something other than oversampling is at play here, but you can test that hypothesis and probably learn something the process, or at least make some interesting observations that'll inspire further investigation.
 
The first challenge is objectively demonstrating what oversampling actually does. You do that by intentionally creating the one (and only) problem that oversampling solves, namely aliasing, and measure it so that you can see oversampling at work. To then determine if SONAR is correctly oversampling on export, compare a spectral analysis of that test file with and without the 2x oversampling enabled.
 
This isn't as complicated as it sounds. SPAN will clearly show aliasing with a test tone (but not with music) as spikes that are not multiples of the tone's frequency.
 
With some experimentation, I predict you will find that a) aliasing is not as common as you might think, and b) the presumed benefits of oversampling are often greatly overstated.

Well, I have a sound here that is night and day (like Anderton's example, maybe even more so).   No test needed.  It simply exports as if the 2x button is not enabled. 

bitflipper
You are absolutely right, Craig.
 
But here's the "but": I would consider that synthesizer defective, demonstrating an inexcusably poor design. There is no technical reason for any purely digital process to not be properly band-limited. How many synths did you have to try before you found one that would alias so badly?

The older the synth, amp sim, or dynamics processor, the more likely you'll find aliasing. Obviously I picked a waveform with a bazillion harmonics to get the point across. 
 
Upsampling is somewhat like the Console Emulator. Although people say they don't hear a difference with the CE, the cumulative effect over multiple synths/sims is telling. Also remember that just because a synth or amp sim oversamples doesn't mean it oversamples well. Corners are often cut in order to hit a tradeoff between CPU consumption spent on oversampling and sound quality.

Did you try "Upsample on render" shown in the above video? Worst case, you can also bounce to a new track, archive the original synth track, and then export (as a pure audio file); but I thought that render setting also affected export (may be in the export dialog, but forget actual placement now).

sounds seem better in Musiclab guitars, but still will be much more better if it can upsample in higher multiples like 4x, 8x, 16x, 32x, which making sounds more and more like ADC recording for physical modelling synths........ (because ADC usually oversamples in 128x.................)

Make sure that "Upsample on Render" is checked for that synth as well. If not it will not export with oversampling.
Also are you exporting to the same sample rate as the source project?

OK my fault... I could have sworn I checked "Upsample On Render", but I did not.  Thank you for your help here!  Some good info came out of it anyways!

Anderton
Look on the bright side...you've proven that the difference is obvious enough that you could hear it when upsampling was not enabled.

 
YES!  very true!