Because Microsoft provides ways for applications to run in the background (and this is not TRUE multitasking - they're allowed to wake themselves every so often, run whatever it is they need to do in the background, which is usually use your data connection to download data or check for updates, etc., and then go back to sleep). Which is why you have the option in settings to override these applications' abilities to run as background apps under settings.
You really don't need to be closing apps you're not using - apps that are set to run in the background will do so if you have them open *or you've got them on your start screen as a tile*. For full control, only allow the apps you want to run in the background to do so, and then no apps other than those will be running except the one you may be using. It's a difficult thing to get used to for those folks coming over from iOS or Android, where you almost HAD to control these things to keep your battery life decent, but on WP you really just don't need to worry about such a thing - the system handles background tasks in a much better fashion than those platforms.
As to file management, I've not seen any real issues with this other than the inability to delete PDFs from the phone, but you do get access to the filesystem (well, some of it) of the phone when you connect it to your computer. I guess you'd need to be more specific as to what you wanted to manage - there are no file manager apps in the store, because it's not something that Microsoft makes available to applications to access given the sandboxing of the OS.