MIDI is not audio so thats why you got that message.
Maybe Sonar LE has a convert or export track to WAV which is an audio type file.....but you would have to read your manual to find out where that is in your program....I'm not familiar with the specifics of Sonar LE but sometimes the "Light Editions" don't always have some of those export features...

That isn't why. The manual tells me to do exactly what I'm doing, it also suggests the "bounce to track" method which gives me the exact same problem.

it is not a " convert " you want
but
a play and route your soft synth to a new audio track that you put into record mode

to get a " recorded " wave file

hope that makes sense

I had the same problem with sonar saying there was no audio to be bounced despite the instructions telling me to approach it like that. After a few tries though it seemed to work, I used the Bounce To Track function but the resulting audio clips were blank - no audio had been bounced even though I'm pretty sure the bounce settings were fine (I could hear audio on playback and was using the 'what you hear' bounce preset)

Anyway, Thanks Kev for your suggestion. I managed to bounce my midi to an audio clip by setting a new audio track to record from my main outputs. So a good workaround for short bounces