Came across this..seems like a bug...
Playing Ocarina, switched to the internet browser to check something, game was suspended.
Then acidentally pressed the power button, the screen came up which suggests to put it into sleep mode. Clicked home instead to go back. My suspended app (Ocarina) had been closed.
This shouldn't happen really, should it? (Putting the device straight into sleep mode doesn't kill the game, so why should getting the prompt for sleep mode/turning it off do likewise?)
Yet another oversight with this system