Yea, you cant have 2 sound cards hooked up at the same time, without some consequences. You can only have one recording and playback timing master set up in sonar. so hooking it up via coaxil is what you need to do.
You can use both of the same sound cards at the same time, but you cant use both for recording at the same time. One needs to be recording and one needs to be for playback, unless you use the Coaxil