I've had it happen,  The controllers, yes, problem  that I have found is that Sonars Event list does not always show everything. I'm not sure why, one thing I was going to check was if this is MID type 0 or type 1 issue. 
So what I do is open the midi file in another midi editing program, There are lots of free ware basic midi sequencers or even Reaper. I now use CubaseLE. 
I will always then see the event that did not show in Sonar and so I delete it. 
 
Other things I'll do. 
 
Split the midi track to the place just before the first note in the track and delete the empty part ahead of this. This works a lot of times for hidden PG info.
Sometimes you can open the GUI for the offending synth, start the transport, and observe the volume control or what ever, and you'll see that there truly is something hiding on you. . I've had efx sends in TTS-1 coming back on after I shut them down. Once again, nothing shows in the event list. 
This is also working with my own older MIDI files from my Atari days. 
I always inserted my PG and CC7 etc within the first count in measure. They just plain don't show in Sonar. But they are there because I know my GR50 patches, 92 was my bass and guess what the TTS-1 plays. 

Another classic problem is with the pitch bend sensitivity.... I had this problem with 3rd party midi files using DP and S1 bass.... I deleted all the pitch bend sensitivity events, saved the project, re-opened X2 and the problem went away. I do this automatically with new 3rd party midi files now

MarkieMark
Another classic problem is with the pitch bend sensitivity.... I had this problem with 3rd party midi files using DP and S1 bass.... I deleted all the pitch bend sensitivity events, saved the project, re-opened X2 and the problem went away. I do this automatically with new 3rd party midi files now

Pitch bend sensivity is set at the instrument itself. In my esperience most MIDI file assume this will be set at + and - two semitones, but that's not always the case.

Agreed Anderton, but I have seen pitch sensitivity values of something like 5000 set in some midi files, and it totally screws some soft synths up.....