Loading apps drains the battery more and wears out memory faster in mobile devices than just leaving them running. Even on an Android device, everything you do is kept running until you manually kill it, and some things just immediately restart. So, there's a sound technical reason for it.
The problem is, this leaves us feeling like we don't have control of our devices, and consumers with intermediate technical skills (read: almost the entire market for Microsoft's shiny new OS) are very uncomfortable with that feeling. Experts disagree, and will point out that it depends upon what exactly is running. Personally, I would have thought that taking control of the machine away from the user was proven bad when Gateway tanked. Also, isn't that why people hated that damned paperclip?.
The problem here is that the OS simply can't know what applications I *want* to have running in the background. Common scenario during multitasking on an Android device, for instance, is having music and navigation apps running in the background. On devices with =1GB of RAM, Android will often decide to kill the navigation app when you switch to the music app to change a track, or kill the music app when you're trying to edit a route in the navigation app. This drives me nuts on a daily basis, and devices with 1GB of RAM are STILL being sold! Sure, all the other crap I don't need right now is kept on RAM running in the background, but for some reason Android chooses to kill the exact apps I DO want to run in the background on a regular basis.
Compare that to desktop Windows - if I run a program and leave it open for three months, minimized to my taskbar,I can be pretty damned sure it'll still be up and running when I open it again.
Fuck automatic application lifetime management.