Auto-saving MIDI clips into a folder would make things more organized as well, especially when songwriting.
In Pro Tools for instance, you can always access a clip browser which lists all of the clips in the project. So if you're experimenting with different MIDI drum patterns and you have them all labeled e.g. "Drums 1a, Drums 1b, Drums 2aFILL" etc, you can access them in the clip browser and drag them into your drum track when composing the song. This is a little more cumbersome in Sonar - You end up having a whole bunch of clips in the track which you're shuffling around - in fact the track becomes something of a storage space for clips that you may or may not be using. I either have an area at the start of the project set aside for storing clips, or I create a separate MIDI track just to store them. It's a pain and projects quickly become a mess.
Of course you can make your own MIDI clip folder and drag clips across to it (this is what I should do, really), but it would be much better if Sonar had a tab in the browser which listed all of the clips you've made. And for this purpose, it would be great if Sonar had an option to auto-name clips as well, again much like ProTools. So you have a track called RhodesKeys, and every clip you make would be auto-named according to some convention, like RhodesKeys1, RhodesKeys2 etc. And they're all listed in the clip browser. Deleting them in the track would not delete them from the project, unless of course you selected something from the right-click menu to do that (or an optional setting)
But I'm just getting carried away with my fantasies here...