That is the theory of course, but misbehaving applications will still consume memory/resources when they shouldn't. Just look at Android for an example of this.
Windows Phone is actually very good at managing stuff even if you leave apps running, I've never had a problem when I have left them running, but by default I close them as force of habit.
Windows RT, I know that if I have a ton of apps open on my Surface RT it will drastically slow down, so Microsoft do have some work to do in this regard.
Zen 8000 Pro