But he's exactly correct about what's causing your problem. I have the same issue...some files properly encoded (with the instrument(s)), some not. No playback app, when given NO instrument info, can guess correctly when it has 128 choices.
I just did some testing with Addictive Drums 2. You don't have a sig, so I can't tell what version of SONAR you have, but if you have AD2, you should have the standalone version, as well. You may be able to accomplish what you want just with AD2. [You can click on the "?" and point AD2 to an External MIDI folder, do a Refresh, then set the Library tab on the Beats page to folder you just added. Something like that.]
Edit: On further testing, it appears that when AD2 refreshes, it
COPIES the MIDI files, retaining your folder structure, into the "Documents | Addictive Drums 2 | External MIDI Files" folder. Good thing MIDI files are small! But it is a way of getting them directly into AD2 for use in SONAR.