Typically, the issue here is about creating applications which run in the background.
Firstly, let's be clear. Windows Phone 7 is a multi-tasking operating system. Many of the applications which come with the phone will run in the background. What Microsoft will be doing, though, is stopping other (3rd Party) applications installed on the phone from running in the background.
Why are they doing this?
Simply to preserve battery life. But wait. There's more. This isn't just about mainiting battery life for it's own sake. It's about trying to ensure that the person who owns/uses the phone has a consistent positive experience with it. If an application, running in the background, causes the battery life of the phone to be greatly reduced, the user won't blame the application. They'll think "that's a rubbish phone with a really short battery life". There, in one quick decision by the application developer, they've turned the users opinion of Windows Phone 7 (Microsoft shiny new brand) into a bad one. In doing so, such developers are not only hurting the platform they are also hurting themselves. For Microsoft it's more important that the user has a good experience with their phone than the developer can do whatever they want. Yes, you could consider that the bad programmers (those who don't know how to - or maybe even that they should - preserve battery life) have potentially spoilt it for the rest of us. However...
It's not all doom and gloom!
Windows Phone 7 supports a notification service which allows services running elsewhere (be it on a server or somewhere else in the cloud) to notify code on the phone. (i.e. Send a message to an application on a specific device.) This means that many operations which may be done by polling on lots of devices can be done once on a server. This invariably preserves device resources and likely reduces network connectivity (assuming an off device resource being queried by the app).
Why is it good that Microsoft have done this?
Because it forces developers to understand that preserving battery life is important. (This is one of my 5 pillars of good mobile development.)
In time this should help educate developers to better understand the needs of the platform. This should lead to better developers making better apps for happier customers. Everyone wins!
Why do people/developers think they need multi-tasking?
Probably one or more of:
Because they've had it before. (With Windows Mobile)
Because they don't understand the alternatives.
Because they're too lazy to do it another way.
Because they don't understand who Windows Phone 7 is for and therefore trying to do something inappropriate.
This is not Windows Mobile!
Windows Mobile was many things. While Windows Phone 7 is descendant from the Windows Mobile lineage it is a very different creation.
It won't make sense to port a lot of Windows Mobile applications to Windows Phone 7. (even if lots of developers want to.)
Will it always be like this?
For Windows Phone 7 probably.
Beyond that it's harder to say. If it's appropriate to the device and how it's intended to be used I would expect it to be. I would, however also expect developers to become more used to doing processing in the cloud and therefore not needing to do as much in the background as they may be used to.
Microsoft have said that they will be willing to reconsider this in the future and may allow back ground tasks/multi-tasking in future version of Windows Phone. Even WP7!
What about other background tasks?
Other background tasks such as responding to events on the phone/device currently aren't supported. Maybe some will be in the future. But that's probably a discussion for another day...