Wow I want that interface ! -2 ms latency hard to beat eh!
What I could figure is that Sonar has this way it delays what you hear so as to make new tracks line up. It takes the reported latency and manipulates playback so what your hear is going to be synced with what you play,,, Now this might be a different amount for MIDI. And in you case it needs tweaking. Not near a DAW so can't look for it but bet ya there's a setting under MIDI options or Audio Options or??
PS It wouldn't bother me as my timing sucks in both directions any how. I always quantize @ 16th or 16th triplet. Then I open the Piano view and look and listen for out of order notes. SOmetime those sound better than what I originally played..:?