New instance starting is also not as consistent as the other poster claims. For example, IE does not start a new instance, neither does market. Messaging does, but only if you are in conversation window. For example, if you have one instance in online friends, and open messaging again, it would reuse the old instance rather than start a new one in threads. Settings generally takes up two slots in the task switcher. Not only it's unrealistic to expect the user to remember how many apps have been opened to avoid lost works, there's no easy way of doing it anyway. If the "right" way is to get the task switcher up every time you want to launch an app just to make sure older apps are not pushed off the list and to have a mental list of which apps would take how many slots, then I'd say MS chose the "wrong" way.
There's not really a good way to know whether Internet Explorer starts a new instance or not, since it ALWAYS remembers your open tabs and sites, even through a power cycle of the phone.
I'm not quite sure what you're talking about with Marketplace or Messaging ... they BOTH behave exactly the way I said that EVERY app behaves.
Follow these steps:
1) Open Marketplace
2) Browse to apps
3) Pick an app and view it's info page
4) Hit Start
5) Open marketplace from your app list or pinned tile (if you have one)
Guess what? You're at the main Marketplace screen. It just started a new instance of Marketplace.
Same thing with Messaging or any other app. If you're in the app and hit the Start key, then open the app again from the app list or a pinned tile, it starts a new instance. You don't even have to open another app. Every time you open the app from the app list or a pinned tile it opens a new instance of the app.
Windows Phone wasn't designed to behave like a computer, allowing you to have an application window open indefinitely with unsaved data to come back to much later. Can a case be made that someone could lose a text message they were typing because they got distracted and opened a bunch of other apps? Absolutely. Unfortunately, you can't design a mobile OS for every scenario ... you have to hit the most frequently used scenarios. And MOST people will compose their text message and send it without going and opening any other apps ... or at least not more than 4 apps, causing their text message to be pushed out of the back stack.
I understand that may not be acceptable to some people ... but that's the way it is.