Notification taking me to Recent Apps Screen instead of App

[midmofan]

Ok, didn't see this one with a search so here goes:

If I get a notification for something (Say, Ebay or Words with Friends Alert) if I tap that notification, instead of taking me to the App directly, it will take me to the "recent apps" screen (if, of course, the app is on there because I was using it recently)

Is there a setting I am missing on this or is this just something inherent in the system? Would much rather it go to the App itself when hit the notification.