Actually, the problem shows its head before I even bounce it. Given ANY VST/DXi in Sonar, let's say I'm holding a sustain... then I let go of it. I've just recorded that, sounds fine. Now when I play it back, it will play the sustain, and at the very end of the clip, the sustain isn't done and it goes *pop* and there's a skip in the sustain. This is basically because the clip, as far as Sonar is concerned, has ended already, even though the sound generated by the VST isn't done yet.
So when I bounce to track, what happens is, I get a sustained note as expected...and then it just stops suddenly at the end, no trail off. My silly workaround is, when recording the track (MIDI), move the mod wheel a bit (or send ANY kind of MIDI signals) until the end of the note has trailed off entirely. That way, Sonar gives the VST a chance to let the note trail off properly. This is a bit stupid, really. What's the real problem here and how can I correct it?
Look in Options / Audio and click the Advanced tab. Under Playback and Recording you'll see an option "Play effect tails after stopping". Make sure this box is checked.
I also find that if I stretch the end of the midi clip in the tracks view so that it goes beyond the end of the of the last triggered midi event I can avoid those abrupt choked off cut-offs - click and drag the end of the clip about a beat to the right. This serves the same function as your mod wheel trick. Hope this helps.