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Windows Mobile can’t close applications

I’m looking out for a business-class PDA-phone to buy for my dad, so I came across this while reading up a review of the Dopod 838:

As Windows Mobile does not support the closing of applications, all the programs opened continue to run in the background when a new application is activated. For this reason, the 838 simply fails to handle multitasking, which results in a considerable lag particularly when running processor-intensive applications such as the Microsoft Reader. In some cases, each letter takes a second or more to appear when typing SMS messages. During tests, soft resets have to be performed periodically to get the handheld back in proper operational speed.

Going and checking the review of the O2 XDA Atom confirms this:

In terms of processor speed, the Atom’s zippy Intel PXA27x 416MHz processor is comparable with the 416MHz chip on the O2 Xda II mini. It handles multitasking competently without signs of lag. As Windows Mobile does not support the closing of applications, all the programs are running in the background. A soft reset is recommended regularly to keep the PDA-phone speedy.

Can someone please explain to me why an OS would be designed without support for closing applications? Especially in a mobile environment where all resources – power, CPU, memory are limited?

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