After updating plugs (name changes, etc), sometimes sonar will give us the "can't locate vst" and you have a dropbox for a replacement plugin to pick from. I'm wondering why sonar doesn't remember my replacement choice (should I pick one) when I save the project. The only way I've seen to make this choice permanent is to not select a replacement at the nag screen prompt, but rather manually remove the missing vst and then save the project. 

Am I missing something simple here?

I was getting that all the time in X1, so far I've not seen it in X2, which is odd seeing as you've got it.

I was getting in mostly with my T-Racks plugs (before upgrading to the C versions), and some purely Cake offerings, like Channel Tools, VX64 & PX64

Absolute pain

I agree. I fall into the trap of selecting the new vst and saving. Somehow hoping X2 will remember the new selection. But no.