you should really read up on the multitasking on iOS before making ill informed comments. the bar is a fast app launcher, kinda like a recently used apps list. thats all it is, the apps aren't running, they carry on from where they are as when you leave, they go into a suspended state. only apps that are doing background audio, using location services, task completion etc (ie using one of the 7 background API's) are actually still running.
the fact that closing some and you go back into your game and works fine is just coincedence most likely, or a placebo effect. could be coming out the app and going back in just sorts that app out.
We're all aware of what Steve said multitasking would be, but reality dictates otherwise. Exiting all saved apps frees up RAM which speeds up many applications significantly. The OS does not kill apps in the multitasking tray to free up RAM judiciously enough, and so a task manager is needed given there's no other way to close an app.
Apple pre-installed apps are also free to ignore the multitasking restrictions, so for example the camera app fairly obviously uses processor and RAM resource until it's killed via the multitasking menu.
We're smack in the middle of the same sort of denial that this is an issue from Apple as Windows Mobile users were. You have to kill apps regularly for decent gaming performance. The UX to do this is, bluntly, horrible.
Phazer