The problem is, that the plug-ins are just that: plugged in software extensions. They aren't stand-alone programs, but rather extensions of Sonar. Unless Sonar had a tool or CPU view that could show how its own CPU utilization is being allocated, there's really no way for the OS to see it. The plug-ins act like nothing more than an open file to Sonar, and Sonar reads all the code in that file, interpreting and using it on its own. From how to tailor the audio to meet the spec's of the plug-in, to how to render the plug-in's faceplate, Sonar does all the actual "work". The plug-in is merely code loaded into Sonar.
More, it would be way difficult to see this in Waves plug-ins, me thinks, since Waves allows Sonar to load a single WaveShell.dll for using any or all of their plug-ins.
My suggestion is this. Get used to Disabling all plug-ins (CTRL+E?), and first see if that drops your CPU usage to almost nothing. Then start re-enabling plug-ins until you see one or more of a same-type of plug-in that dramatically raises the CPU usage. You may toggle the Audio Engine in the Time Window in the Control Bar, to stop anything that may be lingering after disabling the plug-ins. You may also have to Play and Stop the Project to "wake up" the effects of the plug-ins to eat more CPU.
What's I've found in the past are older plug-ins, Modeling plug-ins, Convolution Reverbs, or free plug-ins tend to eat up more CPU than well-designed commercial standard EQ's, compressors, or Effects.