This confused me also, seems like if you had a couple apps open, you'd have to eventually be able to close some of them. I'm guessing if you went to the app and pressed the home screen only once, it would close it.
I would guess that you only see apps in the "dock" that are currently hooked into an API that are "doing something". For example, if Flickr is uploading photos in the background, it's there. Once it is done, it optionally does some notification, saves its current state as having finished the upload, and then quits/disappears.
That's why developers have to code to the APIs. It's not just having apps running willy-nilly in the background.