Everytime Sonar boots up it send a Local OFF message. Quite honestly it is quite a silly thing to do. It has caught quite a few people (myself included) many times. It really should be the other way around and not do this and the user really needs to do it manually if required like in all other DAW's. I think it is meant not to happen (default) but if yours is doing it then the line must be in there and set to 1. It can be disabled however by changing the ini file I believe.
From the manual:
To automatically disable all local control whenever you launch SONAR
1. In the directory where SONAR is installed, double-click on the TTSseq.ini file to open it.
2. In the [Options] section, add the line:
SendLocalOff=1
(however if you don't want Sonar to do this change this value to 0)
3. Save the file and close it.
4. When you launch SONAR, it (will now not) automatically sends a Local Off message to your keyboard.