You don't have to feel guilty. I didn't have problems until I registered it.
TBH, it's too much hassle this way than just importing stems.
1. Creating a session in MB is easier because you can create the session in the folder of your choosing rather than starting with an OMF session, saving it and then having to move the folder the location you want.
2. Is it really that much easier? Bouncing stems is just as easy as bouncing audio. Also, just as easy to import them rather than open the OMF and have to move the folder.
3. You can get a general mix going, as you will when you record anyway, and you'll be there when you import the stems. That goes for EQ settings as well. I like MB's EQ but doing a little sculpting in Sonar with the quadcurve is a nice bonus.
4. You have to rename all the tracks since they all import, via OMF, as Audio 1, Audio 2 ETC, You can argue that this is a pain in either method but you don't have to figure them out in MB afterward. I put a number the tracks, preceding it's name, in the order I want them to import. You still have to edit the name in MB but I think it's easier.
I can't think of anything else right now but there are probably more. The thing that turned me off right away is that the stereo tracks were not stereo in MB. Maybe I should have bounced the drum tracks rather than freeze them but that's just extra work. At least it was only $15 and not more.