For example, if I load three instances of Dimension Pro (creating three simple instrument tracks) and group the Solo buttons of two of the three tracks, the two soloed tracks play no sounds. Why? (My sonar is X1d)

Some number of releases ago I noticed & reported a bug in that area: seems like the solo or mute grouping of midi/synth pairs does not work right. If I remember right, it is the synth track that does not get its solo/mute state properly switched. When using instrument tracks, this bug might not be visible, just audible. Needs more bug reports I guess.

I'm still setting mute solo grouping bug in x2a. 

Grouping the solo buttons works fine here.

What happens if you use split audio/midi tracks instead of Simple Instrument Tracks?

Thanks for the replies. I split these simple instrument tracks (these are Synth Tracks, right?) into audio/midi tracks and I realized that when split, only the solo buttons on the AUDIO tracks are grouped (those on the midi tracks are not grouped, i.e. not switched on). So I switch on the solo buttons of both audio and midi tracks and put them into the same group and it works all right. But if I turn these audio/midi tracks back into simple instrument tracks (by [Make Instrument Track] and solo them and hit the Play button, the grouped tracks, again, play no sounds.