Apps automatically gets closed when phone is locked

[AC Question]

As the title says all my apps gets closed when my phone is locked. When hearing to music I locked my phone and it stopped playing. It should play in the background but it isn't. When I turn my phone on it starts like no song was being played (in simple, app closes when phone is locked and restarts when unlocked).
Somebody please help!!!

 

[SpaceFlow]

Please post your phone model and Android version. Is it rooted / modded?