If you never need MIDI tracks in console, you can decouple hiding between track and console views and hide all MIDI tracks in console. Not so convenient as one button click in menu, but the result is the same.
Other option is to use "skip midi tracks" in the AZCtrl. WAI display can be incorrect then, but the effect is still ok. Sonar is not informing CS that some track is an Instrument, so that option is not available.