The problem is most likely with Colossus, not SONAR. Refer to the Colossus user manual for instructions on MIDI automation.

If all you want to do is automate volume specifically, then the easiest way to do that is to automate the audio track rather than the MIDI track. As noted above, this will be simpler if you use separate MIDI and audio tracks rather than a Simple Instrument Track.

Did SONAR 6 already have SITs or were they introduced in 8?

SITs were introduced in SONAR 8, I think. 

bitflipper

SITs were introduced in SONAR 8, I think. 

I believe that's correct.  Simple Instrument Tracks were not present in versions 6 or 7.