Which is exactly my point. Thanks everyone for backing me up on my wonderings on why the home screen wouldn't automatically been brought to the front when you closed all apps.
I was nearly doubting myself, but it still leaves me clueless as to why Apple devs didn't figure this one out themselves. I mean, from a user experience point of view it's all too obvious it should behave like this... if there's nothing there anymore, close it and go back to the home screen.
@mcdj: pressing the home button to go back to the home screen is pressing a physical button which is subject to wear and tear from pressing it too often (been there, mine had to be replaced once). So, automatically going back to the home screen when all the apps are closed, potentially means a longer lifespan for your home button, too