Just read in an old thread that this was not possible in older version of Sonar. Im looking around X2 and cannot find a way of freezing multiple tracks or tracks that are grouped.
 
Does anyone know if this is possible now?

Not sure what you're getting at, but I have no problems freezing tracks in X2. I usually put tracks that are going to feed into a common bus into a folder. No problem freezing those tracks.

From my understanding you freeze the softsynth (not the midi track).  So if you have multiple midi tracks pointing to a single softsynth, freezing that synth will effectively freeze all the midi inputs as well.

You may alternatively be asking if its possible to freeze multiple softsynths in one go?  In which case, I don't think you can.  It takes a while to work through them one at a time, and this would be a useful option I agree.