Heard of apps which use a data connection? IM clients, IRC, VoIP, music streaming...the list goes on. There's also loading times to consider.
Don't know about you, but I spend a fair bit of time travelling for work, and it's nice to be able to play movies on my laptop rather than watching whatever ****** movie is on TV in the wrong language.
Absolutely, I couldn't agree more. Other applications, like Pandora or Rhapsody, that utilize a data connection should be allowed to use multi-tasking capabilities. It isn't being lazy, you just don't appreciate it until you have it. It drives me bonkers that Rhapsody is killed the moment I want to browse the web, look at my schedule, answer an email or play a game. Oh, of course that is unless I use iTunes...which is Microsoft-esqe if you ask me.