You probably hit the back button - that will close the browser - if you hit the home button, then you can easily go back to your browser where you left off. I am constantly jumping from phone call to email to browser to calendar notifications and more with no problems, or for that matter memory problems.
I am on a stock epic and have over 126 3rd party apps and I do not ever have a problem with memory. My guess is that you are not familiar enough with your epic/android system yet to understand how to make the best use of it yet. WebOS is nice, but the hardware was poor.
Bottom line, the more you use it the better use you will get out it. The epic and Android system is really not that bad. I can do almost anything on my epic with decent speed (with no OC'ing) and what I can't do on my epic, I simply remote log into my PC and do it from there via my epic.
Example, I can't watch hulu on my epic, but if I did want to watch it on my epic, I simply log into my home PC via my epic, and now I can watch hulu, although I use my Sling Player which is hooked to my Tivo more often.
Trust me, you CAN multitask on your epic/android! Maybe not as elegantly, but you can multitask!