When Windows Phone 8.1 was released, developers were able to design their apps so the back button did not close them, but instead it put them in a suspended state (just like what happens when you press the start button). This makes the app open faster the next time you use it. Microsoft did not add this functionality to most of their apps in WP8.1 but now in W10M, pretty much all Microsoft apps preinstalled on the phone have this functionality.
I personally like the addition. Since the apps are in a suspended state, they are not taking up CPU power, only memory. It won't slow down your phone because of this.