No, sorry you are not getting it, no offence

oh and by the way there is NO difference in format 0 and format 1 apart from format 1 puts all channels and parts onto separate "tracks" in the file. Format 0 puts it all into on single track. So for the purpose of this argument, 0/1 are essentially the same.
The MUTE button on the Sonar track view is an internal Sonar control
ONLY! It
CAN be saved with a CWP as it is a Sonar based control. The mute status can not be saved as part of a standard midi file, period! Even moving selected tracks to a Folder, does not prevent the data being saved in the SMF
Cakewalk
COULD introduce a midi saving option to exclude muted tracks from the save process, however this is a feature request NOT a bug, as Sonar saves midi files exactly as they should be!
All I am saying is this is not a bug, but a normal part of MIDI. If the OP wants the option to exclude muted tracks from saving (and I DO think it is a good idea btw) then it is a feature request only imo.