I have planted Sonatas before, but to save me I cannot remember what their seedlings were like. I mulch pretty heavily in my beds, so don't usually get alot of them. You are remembering well from Biology class. If Sonata is a hybrid variety (and I do not know that it is), then its offspring will be a mixture of Sonata's parentage. The results you are reporting certainly do sound like hybrid volunteers. If you're really interested in doing it, you can, over a period of years create your own selected strain. Wait until the plants bloom each year, and then pull out all the undesirables before they set seed, and allow the desirables to set seed. Over the years, as the good ones re-seed, you will have a bigger and bigger percentage of good versus bad. (This assumes, of course, that they don't have the chance to cross pollinate with other cosmos somewhere nearby.) On the other hand, Sonata seed are easy to find and inexpensive to buy. Your choice.

Typically, 'Sonatas' don't get as tall as the 'Sensation' mixture of Cosmos.....
some variant seedlings may emerge,but for the most part they will be much smaller than the other variety.