if you "back out" of an app you are closing it out. if you just tap "home" or go to the pull down and access something else (an alert or somesuch, etc), that app you left should be right where you last left off from it.
if you have moved on to other things, after a while, the OS will see you have not accessed it in some time and then close it out (even if you had left it running in the background).
this is standard Android. some of you must not be used to Android and how the OS works.