iOS 4 needs at least one app open?

I ALWAYS close my apps as soon as I'm done using them, except for Messages (I'm basically constantly texting, so it always stays open).

However, whenever I close Messages (the only app open), my iPhone 4 locks up. It's stuck on the graphic of the multitasking dock open (as if I had double tapped the Home button), but nothing is open in there. Hitting the Home button, tapping the screen, even hitting the Sleep/Wake button do nothing.

The only thing I can do is wait for approximately a minute for it to come back to life, or force a reboot by holding the Sleep/Wake button down for a few seconds.

Can anyone else test this out and see if it happens to them as well?

 

Interesting, I'll have to try that.

I set it up as a new phone when coming from my 3G, I just imported contacts and such.