My apologies. I learn something every day. Thank you. I had tried this in a simple instrument track, not a MIDI track, and it didn't seem to work - hence my mistake.
I've just tried it in a midi track, though:-
Selected some notes in PRV, went back to track view, dragged them from one lane to another, and only the notes that I selected were moved. The rest of the clip stayed where it was :) It worked perfectly.
So, it would appear not to be a global bug. Thank you for showing me that this was possible. There is so much to learn in Sonar.