I (think) I have the same gripe. When you collapse the Take Lanes, the resulting audio in the clip doesn't necessarily represent the audio you will hear. What I think might be good for Cakewalk to change is:
When you SOLO a Take Lane, the others automatically MUTE (we know this), BUT, the resulting SOLO'd track is the one shown in the "picture" of the Track/Clip when Take Lanes are collapsed. Aside from that, if you have to have multiple Lanes play together, the obvious should be that you need to Bounce those Lanes to a single Take Lane and SOLO that Lane.
I suspect the workaround would be to recommend bouncing the Take Lanes you want to a
whole new track, then "Hide" the other one with Take Lanes. It's a workaround, maybe until they can check this out for X2b, but it's way confusing to hear something you don't see.