I've not found this to be true using Sonar and Kontakt 4, but it's always a good idea to begin every sequence (and every MIDI track) with default controller values, I mean YOUR default values for that piece.
For example, when working with Kontakt's Requiem Pro library, every track will start with:
Controller 7 127
Controller 11 127
Controller 13 1 (this is for vocal articulations)
Controller 18 0 (attack time)
Controller 19 85 (release time)
When working with VSL Orchestral Cube the following controllers are placed in every MIDI track:
Controller 11 127
Controller 18 0 (attack time)
Controller 19 85 (release time)
Controller 22 horizontal cell
Controller 33 vertical cell
Controller 44 crescendo/decrescendo (which sample is called up for those samples that have built in dynamics)
Controller 55 humanize (introduces slight pitch variations on attack of notes)
In your case add whatever controllers you need so that when you open the file and play the sequence you're not leaving anything to chance.
Jerry
www.jerrygerber.com