Yes you can only use one ASIO driver at a time, but in this case the Keyboard probably is not using ASIO drivers. USB connectivity of this type is really jMIDI and not involved in ASIO.
I can even turn my USB/ Midi devices on and off with Sonar open. Sonar will toss a warning at me and in some cases re assign any midi tracks that were pointed at the USB/ MIDI device. So this issue seems a little strange to me.
It might be a case of Sonar being so damn picky about drivers.
Try Re installing the drivers for the M Audio
Did the Roland come with drivers? You normally don't need them for MIDI.