Just recreated it sitting here on my couch. Happens every time I try. I can use a camera to record a video of me doing it.
When I pull down from the top of the screen, and select Navi from that list, the warning/dialog does not appear.
I thought the purpose of 'double tapping' the home button was to provide the functionality of the 'switch between apps' button that worked so well before...
EDIT: yes, other apps were running, email, Facebook, couple others...