Well, having solved one problem, I've just run into a whole new set.
First of all, even though I now have Guitar Rig configured as a synth, the MIDI learn is still not working. It works fine in standalone version - I just right click on a knob, select MIDI learn, and turn a knob on my controller. Thus, control is achieved. But nothing happens when I try this within Sonar.
Even worse, I now discovered the following behavior:
I had Guitar Rig configured as an effect in a ProChannel FX Chain on another synth track. Now that I've reconfigured Guitar Rig as a synth in Sonar, if I try to open the synth that's on that track, it immediately disappears and is replaced with Guitar Rig instead (with no effects loaded). I figure this is some kind of weirdness because I had added GR to the FX Chain as an effect, and now it's not available as an effect.
So OK, I thought, I'll just delete GR from the FX Chain and insert it in the FX bin instead (since you cannot insert a synth in an FX chain). However, I'm getting barely any volume through it now, unless I set the ProChannel to "Post." In fact without the ProChannel turned on and set to Post, there is hardly any input going into Guitar Rig in the FX Bin.
I know this is all awkward to describe, but does anyone have the slightest idea what's going on here?