There are two primary reasons for re-installing any software: to install pieces that didn't get installed the first time around, and to re-load pieces that may have been overwritten by another package.
SONAR installs several files that are commonly included in other software packages, such as the C++ runtime library. A poorly-written installer might overwrite these files with older, potentially incompatible versions.
Occasionally, an installation will fail in a minor way such as failing to overwrite or register a DLL, and you might not notice the failure at the time. Re-installing might allow that file to be copied, perhaps because some process is no longer running that had the file open during the first install.
If you tried to install SONAR without Administrator permissions, some registry keys may not have been created. Re-installing with Admin perms will allow those keys to be created.