This is not actually true. Android has supported activity based multi-tasking since API level 1, or the version before the first commercially released version of the OS. Some apps run completely as services (eg. VX Connectbox SSH) and only shut down on an explicit exit, which is analogous to the way it's handled on the linux desktop (for example).
http://developer.android.com/referen.../Activity.html

It is certainly more complex than process exclusive multi-tasking, but it also has the advantage of allowing the OS to determine how best to manage limited resources, and gives the app control based on a number of states. This is a big deal on mobile devices with limited memory and battery capacity. I also suspect would be very valuable addition on the desktop as well. It even simplifies user-management, as it is generally not required to actually exit out of apps. (I say 'generally' because some stubborn apps stay in memory and do not allow the OS to clean them up.)

And I agree that some apps do not cache well, or otherwise re-start when selected from the task manager. Of course, this is avoidable through better code, and the developer should be contacted.