I know this is an old thread, but here is a solution. If you have Autohotkey installed, put the following lines into a .AHK script, drop it into ""Program Files\Cakewalk\Sonar\" folder. Make a shortcut to that and Sonar will open up and go fullscreen every time...
Run, Sonar.exe
WinWaitActive, Cakewalk Sonar
sleep, 100 ; <---- this is milliseconds, change it to whatever you want
ControlSend,, {F11}, Cakewalk Sonar
ExitApp
Although it doesn't work if your Quick Start screen is enabled. Steals the focus required to send "F11" automatically.
Disable your Quick Start screen for it to work. Change the number in the "Sleep" line to whatever milliseconds you wish.
I wish there was an actual option to open fullscreen. Look at it like this... if you bought some nice blinds for your living room window, and when you use them all the slats are where they are supposed to be, except for one misaligned slat. So every time you use your blinds you have to reach over for that crooked slat to give it a poke so it goes into place. It feels like that to me when Sonar restricts itself to your desktop area regardless of how you want it.