What you're describing doesn't happen in Sonar, at least not by default.
When you change the project Tempo, Sonar doesn't rebounce the audio clips to that tempo.
Sonar will change the Ruler and display in the Track View, but you should expect this... For instance, say you have an audio clip with a length of two measures in a project with a Tempo of 60. If you change the tempo to 120 for the project, the clip will remain the same, (play it and listen), but will now extend 4 measures instead of two, since the tempo is twice as fast.
Maybe you're confused by how Tempo works? In a Sonar project, there is no Project Tempo, there is only The Tempo. Each tempo setting in the Tempo View defines the tempo for Now Time. It's a little like driving at the speed limit. You see a speed limit sign, you look down at your display to see if you're driving at the current speed limit, call it 50mph. You see the next sign says 65 mph, so you speed up to 65. You drive a few miles until the next sign, which says 40 -- you slow down to 40. Sonar doesn't care what the speed (Tempo) "used to be", it only cares about the Now.
Measures and MIDI follow the tempo, not audio -- unless you rebounce the clip using an Fx (like Process / Fit To Time).