I seem to have this annoying problem where, when I write midi data, be it modulation, expression, panning, etc. it's not automatically creating a lane in piano roll so I can see the data being written.
I checked the manual to see if there was a way to turn it on to automatically show and saw "When you open the Piano Roll view, SONAR will automatically create a separate MIDI data lane for each unique data type that is present in the selected track(s)." Not sure if this is an issue with X3 or if there is something I'm missing here, but I'd like to see if I can get this fixed.

Yes, SONAR will create a lane for each controller type/channel that is already present when you open the Piano view for that track. But adding new type does not automatically add the lane to display it in the PRV. This is not new to X3. You can either add the lane manually by clicking the "+" button in one of the existing lanes or close the PRV and re-open it.

That one got me too for a while. But as brundlefly says, reloading the PRV will create the lane or you can do it manually.