I don't know if this is what is causing this for you, but is easy enough to check and try out.
In the Track Pane, just above the time display, there are some drop-down menu buttons. Click on 'Options', and look to see if 'On Stop, Rewind to Now Marker' is checked or not.
With it checked, Sonar will re-position itself to where you last set the Now Marker, when playback is stopped.
Some folks have it checked, and sometimes unchecked, depending on what they are doing.
Bob Bone