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What phone do you have?
Does it only happen with this game?
Do you have gestures enabled, if so could it be that you are making the gesture for home?
It doesn't sound like it because you didn't mention it but is this return to home because the game crashed? Is the game still running when you go to your multitasking/app switch screen or has it completely closed?
Then feel free to add anything that may seem pertinent to help us.