I see what you're saying now..... hummmmm... IDK.... never though of how to solve THAT problem....

my problem is exporting that to a .wav file and then playing the wav back on loop in any program

You mentioned Windows media player. I've never heard a loop play seamlessly in WMP. Just the nature of the best I think. Any loop should play seemlessly in an audio program. 

I never use Windows Media Player so I thought I'd play with a bit. I opened an 8 bar bass guitar groove clip (44.1 kHz stereo wave file) in WMP, put it on Repeat and recorded it playing in Sonar several times. In Sonar I matched up the tempo to the clip and then, in a different audio track, inserted the same bass groove clip. When I play the project both clips play at exactly the same time and there is no lag, or delay, between loops on the clip played in WMP. Both sound exactly the same and there is no noticeable glitch between loops in WMP. They play perfectly together, and sound the same, at the first measure and at the tenth measure.

I played some different audio loops in WMP and, also, there was no problem with the looping and they played seamlessly when repeating. Are you using the latest version of WMP? I don't know why they would loop perfectly for me and not for you. What sample rate are you exporting them to?

Is your clip cut to a Zero Crossing point at both the beginning and end?

I would just apply groove clip looping and loop it in project and export that

Did anyone find an answer to this?

I was having a similar problem when exporting Mp3s.  As soon as I switch to the same settings as the project (48k, 24bit), the timing lined up just like it was supposed to.

It has been so long since it has affected me directly that I'm not sure if my info is current.  I do recall that there was an issue with mp3's(non-sonar specific) that caused gaps when exporting loops.