I have not left Melodyne in any project as a region FX because it works best on smaller regions than an entire track. I use it most often for what you are asking but in stand-alone mode. I will open the vocal track (right from the SONAR project folder), hit Ctrl-A (select all notes), apply pitch correction to the key, save the file, and close it. Just be sure X3 does not have the project open when doing that (file sharing conflict concerns). Then when SONAR is opened again it loads the modified file in, and you can continue on your way. This has been my primary use of Melodyne, and my workflow was chosen simply to tighten vocals and "be done with it."
While learning the effects that does, it is best to "save as" a different file first, then import it into SONAR so you retain the original (just in case).