1. That means you're hitting the home button. When you hit the Home button, applications usually close child windows, which in contacts means a return to the list. Try any of the other ways to switch apps that don't involve the home button. Very likely the app this thread is about will do it. Remember, Android is pretty bare and opens most of the OS functions for other apps, including switching app focus. That's why we like it
2. Simple setting in the app. Developers can pause, save state, or quit. Angry birds is an excellent example of a game that pauses until you return. But then again, people scream bloody murder because an app doesn't close when you go out of it, so apps like Solitaire save state and can be killed off, ready to resume when you go back to it.
3. When I play a video, and switch away, when I return the video is paused in the spot I was at without any issue, so I'm not sure what to suggest here.
Android is different, and needs things done a bit differently, but does everything you mention. Sometimes too many options means things get overlooked.