Here's an interesting behavior that I'm wondering if anyone else experiences:
Example:  I'm using a USB Midi Controller to play a MIDI piano track.  If my track uses a virtual instrument, I must keep Sonar as the foreground selective focus for my USB  Midi Controller to pass notes to my virtual instrument.  In other words, if, while playing, I take the focus off of Sonar and, for example click play on the YouTube Video on the other screen, MIDI notes are no longer passed to the virtual instrument until I again make Sonar the selective focus or foreground app by either Alt-Tabbing or clicking on Sonar.

HOWEVER... this is NOT true if my MIDI track is an external hardware instrument.  If I'm passing notes to my MIDI port and into my Piano Module then notes are passed successfully whether I have Sonar as the foreground or background.  
 
Interesting behavior and I'd like to know more deeply why it behaves this way so I might devise a work-around if possible.
All comments and input gratefully appreciated.
 
Michael
Johnson City, TN

That's because when you took focus away the audio engine probably stops therefore no sound, But the Midi can still pass through because it's not using the audio engine. 

That's an interesting thought.  So I gave it a test.  I recorded notes to both the Virtual Instrument track and the MIDI external just now and played them back while taking the focus off of Sonar.   Both tracks played back fine.  Then I thought, "Yes, because the clock is running, the audio engine is running even if the focus isn't on Sonar."  So, I stopped the clock, selected the Virtual Track, played notes, get sound, take the focus off Sonar (back to Google Chrome window) and sound stops.  Then something weird happens:  I kept playing notes with no sound, clicking around at other apps I had open and the Virtual Track starts sounding.  "Very strange"  I thought.  So I bring the focus back to Sonar and then off again and the Virtual track stops.   I selected the MIDI external track, get sound as expected, take the focus off Sonar, continue to get sound as expected.  Then reselect virtual Piano track.  Get sound.  Take the focus off, the sound stops.... for a minute or so.... then comes back... And it's still playing now as I type this in a Google Chrome window.  
Well,  I thought I understood what I thought I understood but now I just don't know...
 
UPDATE:  I just noticed that when the Virtual track came back on the Audio Engine button suddenly became 'not greyed out'  even though Sonar was NOT the in focus window.  What makes the Audio Engine turn off when Sonar is not the "Most Foreground" or In Focus application and also... what would make the Audio Engine turn back on even though the app is not in Focus?  Attached is screenshot of Audio Engine ON While Sonar is not in focus.

Oh, Gee!  All I need to do is start posting in a forum and my poor tired brain cells start kicking in.  In Preferences, Audio, Playback and Recording, there's a Checkbox that says "Suspend Audio Engine When SONAR is Not in Focus".  Gee, how about I uncheck that box?  Raise two clinched fists into the air and declare a win!

Great post 
Glad you figured it out 

Ya, you just found something I didn't know existed. Good job.