Simple setup
 
1.  I create a midi track and put some data into it.  Just route to my FA08 for now.
2.  I create an instrument (say, Rapture Pro) and then route the midi to that track
3.  If I route the midi back (from Rapture to the FA), and want to delete the instrument track (Rapture), the original midi track is deleted as well.
 
I don't understand this.  Why would the midi track get deleted when it is not highlighted.  Are the "tied together" somehow?
 
 

There is an option in the "Delete Soft Synth" dialog to "Delete associated tracks." This is enabled by default. Because the MIDI track is routed to the synth it is an associated track.
 
If you are using an instrument track, the MIDI data should go in that track and not a separate MIDI track. If you wish to change the synth in the track use the "Replace Synth" (note: in addition to the synth menu, this is an option in the track context menus too). If you prefer to use separate MIDI tracks consider using audio tracks instead of instrument tracks for synth playback.

Thank you. 
 
I had been just right clicking on the track and selecting delete track (I am not aware where the "Delete Soft Synth" dialog is).  In playing around, I did notice that if I highlight just the number of the track, and can delete it successfully there without deleting the midi track.  
 
I am aware of the replace synth dialog, but I am confused about the sentence "consider using audio tracks instead of instrument tracks for synth playback"   I thought that softsynths only played midi data.  I created an audio track, but cannot seem to route that to a VSTi.
 
I got down this rabbit hole as I have started the Groove 3 series on Sonar.  I need to start learning this and stop buying synths.  

An instrument track is a hybrid track containing both a MIDI tack and an audio track. In fact, there is an option to split instrument tracks in the instrument track context menu. When split the instrument track is broken out into its constituent MIDI and audio tracks. There is also an option to create instrument tracks where a synth uses one MIDI track and one audio track.
 
There are a variety of ways to add synths to a project. In order to have a complete routing for a synth is must either use an instrument track or at least one MIDI track and one audio track. Note: some synths may use multiple MIDI and audio tracks.
 
As mentioned above when using an instrument track, typically the MIDI data goes in the instrument track. This works because an instrument track exposes the underlying MIDI track input. The instrument track also automatically handles the synth routing to the underlying audio track.
 
Most soft synth do use MIDI data. That is why there must be an instrument or MIDI track - to pass MIDI data to the synth. The audio generated by the synth may either be played back using audio track portion of the instrument track or a separate audio track.
 
Some prefer to work only with MIDI/audio tracks. When working with synths with multiple I/Os this is usually the best approach. When the synth is a simple one with a single stereo out, an instrument track is a convenient choice.

BTW, you should get in the habit of using a master bus to route to your interface and have all the instrument and audio tracks routed to the master bus. This is how the basic template that ships with SONAR is configured. It can save a lot of grief down the road if you get in this habit now.

scook
Some prefer to work only with MIDI/audio tracks. When working with synths with multiple I/Os this is usually the best approach. When the synth is a simple one with a single stereo out, an instrument track is a convenient choice.

What Steve means by "some" is: pretty much everyone who's serious about MIDI composition. Do yourself a favor and forget Instrument Tracks exist. It's a feature that was put in to appease users who came from simpler DAWs and missed the convenience.

I think Scook's description is right on, IMO. They are great for single out synths. I use them all the time and they work well if you're aware of their foibles.

As I understand the original question, the first MIDI track was deleted even though it is no longer associated with the softsynth. Since that track was not highlighted, is no longer routed to the synth (and was not even originally part of an instrument track), sounds to me like it shouldn't be deleted.
 
Everybody is right about the error-prone or confusing nature of instrument tracks, especially when there is some intention to have multiple MIDI tracks sending. But Sonar actually lets us route additional MIDI tracks to the softsynth of an instrument track, and it seems to work OK, including: when deleting the synth with the delete associated tracks option, the extra tracks are deleted.
 
But I did try to reproduce the OP procedure as I understood it, and could not find any scenario that deleted a track as described in the OP.

Thank you all for the replies and the attempts to educate.  I know what Midi is, and I know what audio is, but  I guess I am just confused now on what an instrument track is (FWIW, I also have no idea what a bus is - I know there is a master, metronome, and a preview on these test projects I'm learning about). However, as I said, I am new (and have zero background in recording), so I will learn in time.  I'm watching each of these Groove 3 videos a few times while playing around in SPLAT - it is the best way for me to learn.  This one on the synth rack just prompted many questions for me.
 
So, if I am to learn the correct way, what should I do if I want to add a track for Kontakt, Rapture Pro, Synthmaster, etc.  I have been just adding a simple instrument track, but that does not sound like the correct method.  
 
 

My FWIW opinion is there is nothing largely wrong with an instrument track, unless you intend to send multiple MIDI tracks to the one synth. There are little things, such as half of the widgets for MIDI and audio tracks are not exposed until you separate the instrument track into its underlying audio & midi component tracks. And automation becomes confusing: would you like to automate the MIDI or the audio? MIDI automation seems to be inaccessible with an instrument track. Actually, maybe my opinion just changed....