I recently purchased a 2 TB drive & was "cleaning up all my computers" & also organizing all my midi's - in the meantime I screwed up my playlist sets, NOW, after creating a new playlist I get the "re-assign missing midi port" message on a few of the songs - so I assign the available one shown & save - BUT it's not doing the trick - I've read here a keyboard can be the issue, so I've unplugged that but still get message

Maybe because I'm working within the playlist?!

Little confused about the question because your saying Sonar is loosing your interfaces MIDI port? Do you mean the in, the out or both? 
 Sonar is the Global environment you work in. Once you have set your settings they do not change unless you change them. These settings are not saved with the Project.  Projects don't like it if you have changed the interface or some settings. They will be upset about the new environment. So yes, you'll have to open each one in your current environment, make the changes and re-save. 
 

Sorry John,- should have marked post as self-answered..lol. The only thing that may have changed was file location - other than that, interface etc was all the same.
Always seem to figure things out within 10 minutes of posting