Ugh, prime example of why being able to readily insert a screen capture of that dialogue would be nice to have in the forum.
FYI Joy, when you get to offloading, you must select tracks you want even using "Entire Mix" (the "entire" means everything
you selected, not the entire project file).
As to the "why".. I bounce tracks this way often prior to final export so that FX, etc. are embedded into the tracks prior to exporting the final file. In previous versions of SONAR I have had issues where the final export would have issues doing this all in one run.