Even though you might not have launched an app, or you might have closed an app, there are still apps and services running in the background always.
Not all devs make their apps to actually close when you "exit" them, and they continue running in the background. Some apps start themselves in the background.
You find on this forum a huge raging debate regarding Task manager apps. Some people swear by them, and some people swear about them. ;-)
I personally use a Task Manager for two reasons; 1. to free up memory (yes, in theory Android takes care of the memory for you, but I have a Magic, which can occasionally get sluggish); and 2. because I want to control which apps are running. In my opinion, that should be up to me, not the (especially if they might be using my data).