It seems that Apple has ported iOS's background applications system over to the desktop in a feature called Automatic Termination. In concept, it frees memory. In practice, it closes things when you don't want it to.
Matt Neuburg at TidBITS noticed this feature (read: annoyance) in his OSX 10.7. If you have an application open, but have no windows opened or minimized, and you move on to doing something else, OSX will kill the application when you're not looking. For example, if you close out of your Preview windows but want to leave the application running so you can get back to it quickly, you may not be able to.
Apple calls it a feature, but I call it a bug. This type of automatic decision-making by your operating system makes sense when you're on a mobile phone where resources are much more scarce, but on a hearty desktop? 90% of the time, if I leave an application open, it's because I intended to. That means Automatic Termination will be a handy feature 10% of the time, and it will piss me off 90% of the time.
Currently, there is no way of turning this "feature" off. This is typical of Apple's M.O., outsourcing your brain's job to their software. Sometimes that's fantastic. But check it out: I like my brain. It's slimy and it does cool things (like remember every line of the movie Spaceballs). Please, trust me to use it sometimes. Thanks. [TidBITS]
Image credit: Shutterstock/Ron Lander