Apps exit after screen shutoff

[hchavarria]

Lately I have noticed that if I am in an app let's say playing a game and I pause it to go do something and when I come back the screen is naturally shut off so I turn it back on (either by the power button or the home key) and when the screen comes on the app is closed hence loosing what ever work I was doing or game was playing. Is anyone else having this issue? I though when you turned the screen back on everything was suppose to resume at the state in which it was prior to the screen shutting off.