Yep, same here. Don't know if all daws do this or not. Would like to know the science behind it.

I think it might have something to do with the fact that we're working with zeros and ones with digital.  Unlike with analog where the audio is running through a physical fader.  I can watch as the automation does the fade.  While listening...you can definitely hear when it goes from the next to the last step of the fader to "inf".  Although it's quiet...it is audible and noticeable.

Does it improve if you enable the 64bit mix engine in Preferences?

have you tried starting by fading the gain as far as it will go before starting the volume fader?

I do my fades in Sony Sound Forge where they give you a number of different curves, far more than Sonar.  I use the graphic curve which is like the letter S upside down and horizontal.  Add one second of silence after the fade and it's as good as you could ever hope for.

Bill...I made sure I had 64 bit engine checked.

gswitz...I'm using the automation lane of the Master sub, with a long slow fade.  I wasn't aware that the "gain" knob was capable of being automated.  That would probably work if it is.

Lynn...I've done that before too.  I have Sound Forge 8.0.  I may have to go back to doing that way.

I just did a fade using a fast curve that was long on all tracks. It may do what you are looking for. The idea is to let it never quite end until its totally gone. I think that is what you want. I used X2s built in track fade for this. Use control +A first.

I don't do much on buses when it comes to automation. 

Thanks John...never really considered fading all the tracks instead of just the master bus....!

I can see where that would give better results.  I'll give that a try tomorrow.

Please let me know how it works for you, Ted. Best of luck.