ALT - ESCAPE will show you which programs are running in the background.
Choose Close or Exit from a program if intend to truly close it. The escape key does that too, for most. Hitting the red "end call" key will only hide the running app, as you stated.
You will normally see at least 4-5 programs running all the time on your BB, (homepage, messages, phone, browser, BB Messenger) and others according to what other third party apps you have loaded.
I know that doesn't answer all your questions, but it's a start.