You have to enter Sonar's preferences and navigate to the MIDI settings... in there you can switch on MIDI clock for the MIDI ports you want...
The reason why they will not sound on the REV2 is that when in slave mode, it listens for MIDI clock messages... if nothing is coming from Sonar, then it simply will not run... also check in Global settings, that you have set the "MIDI Clock Cable" to the right MIDI source (USB or DIN)...
But I can tell you that it does work, because I use MIDI clock all the time myself to sync REV2 to my V-Synth GT... it works fine.