Actually they are running, how would they not be? When you have a game sitting in your multitask bar and click on it it goes back to the game..
I just asked a question about this and looked up in the manual that deleting the individual apps from the multitask bar does indeed force quit the application.
I find that my battery is getting drained when I have certain apps in that bar for a while.
Nope. They are in memory but only one app runs at a time. When you switch to another app, the current one stops (even Pandora, since what continues running is the background service Pandora is using, not the app itself) but is kept in memory until you select it again. If iOS needs more memory, it'll "kill" the least recently used app and free the memory, but store the state so the next time you select it, it restarts where it left off. This is where you're being confused by deleting the app force quits it - it's doing what the OS does, removing the app state from memory.
So killing the app from the multitasking tray is a pointless exercise that may even be making things worse (the OS needs to do extra work to save the app state and reload closed apps that aren't in memory)
Even in "true" multitasking, like on a Mac, all processes aren't running all the time. They get swapped into and out of memory by the CPU when it decides by some arcane criteria when a halted process needs to continue. More cores mean more processes can run simultaneously, but even then, you can't have more processes than cores running at the same time. The switching happens so fast it looks like everything's still running.
This is where most complaints about iOS not having "true" mulitasking fail - with a single window UI, there's no point in having multiple apps running. Where the complaints are valid, it's in that Apple provides the background services so you're constrained to those few.