Ha looks like we posted at the same time!
OK I've located the root of the issue and fed some disinformation earlier (I swear I had the engine on before, clearly I was wrong).
It's down to the audio engine not starting straight away.
I'd be still interested to know if anybody can repro...
Please ignore anything I wrote above.
From the beginning...
STEPSNew project
Insert soft synth track such as rapture and assign a patch. Then assign MIDI channel.
Make sure you can play the instrument with a MIDI keyboard and hear it.
Save project
Close Sonar application (it must not be running).
Open Sonar with Saved Project
Select Track.
Play MIDI keyboard
EXPECTED Sound comes out when Playing. Audio engine is enabled.
ACTUAL Sound does not come out when Playing, this is because the audio engine is disabled.
WORKAROUND Either press Play (which turns on the audio engine) OR click on the audio engine icon.
Why doesn't it turn on the audio engine by default? (The Saffire Pro 40 is Firewire).
[Edited for trivial revision of steps]