I LITERALLY just checked in a current Sonar Platinum project I am working on, which has a single Kontakt instance that has Piano, Brass, and Strings loaded up, each on their own midi channel, AND each routed to their own output channels in Kontakt.
There are additional synths loaded into the project, but they do not factor into this situation.
I just literally went through and soloed the Piano midi track, while the Piano midi track was in focus, with its midi input echo ON, and the Strings midi input echo was ALSO on.
While the Solo buttons all turned green for the audio tracks that connected to that Kontakt instance, and the Solo button for the Piano midi track was also on, ONLY Piano is heard when I trigger notes from my midi controller.
If I take the Solo OFF of the Piano midi track, and trigger notes, I hear both Piano and Strings, as expected.
So if you are doing the above and NOT getting the same kinds of results, then I do not understand how you have things set up and routed.
I work daily with Kontakt instruments within sometimes 4 or 5 or more Kontakt instances for any given project of mine, and I do NOT have the issues you report. YES, it lights up all of the solo lights on the audio tracks for any instrument loaded into that particular Kontakt instance, however, I only hear the correct instrument's sounds while playing.
Obviously what you are experiencing IS real - I just don't know how you are having the issues - meaning I just don't understand what could produce those issues.
Bob Bone