Ok, I'm going to give you the short-version. If I do misinform, someone who does know better than I please correct me because I'm not an expert by any means.
It's all about the way Android works. Apps run in cycles, essentially. Android will automatically kill apps that have been idle for awhile, and the apps that are "running in the background" aren't really running or doing anything, they're just either waiting to be killed by Android, or they're waiting to make their next data collection (like GMail will check for new e-mails every _xxx_ minutes--however you have the setting).
That being said...task killers are rather deceiving, and in all reality, they're not really necessary. They can actually make your phone run slower and drain your battery faster than if you didn't use a task killer, unless you use the task killer properly and know what you're doing. Because apps run in cycles on Android, killing them before they're done actually drains battery and bogs down the phone. On top of that, if you kill an app that checks for data/updates regularly (like GMail), not only will you make your phone do the extra work killing it, but it will have to work more to re-open the app when it's time to collect data again, rather than just leaving it sit idle in the background as a running process that isn't using your battery or bogging down your phone.
I hope that made sense, and seriously if any of that information is incorrect please correct me.