you can still use the double press home button to get to a recent app you used, but you may see that message.. or not.. depends on the app.
i use the double press home button thingy all the time--for example, i want to translate something into another language to sms someone--ill be in the messages app, i double tap the home to open up recent apps, tap on the translate app, i then get to the app.
now, the translate app wasnt running at the time but its in the recent apps tab--you will see when the screen goes to the "Recent apps" app you tapped to reopen, it will kind of dissolve/fade to it--thats because the app wasnt running but was in memory and the OS re-launched it.
so just keep using the double tap thingy.. will not do any harm...