Android is an "intelligent" OS. Don't think about Artificial intelligence and such here, it's nothing that complicated.
However it stores what kind of apps you use most, and keeps those running in the background longer.
Basically it's the loading of tasks into memory which requires CPU usage and consumes lots of energy. Keeping the already loaded ones doesn't require much power really.
By default Android will try to keep everything running, but if it needs memory it will kill processes on it's own. At first it will kill them at random, but as it logs which ones you use how often, it'll "learn" which ones to kill and which ones to keep. That way it won't have to load processes/tasks as often, which greatly increases battery life.
When using a task killer, you basically kill tasks before Android can decide what to do with them. As a result it will load them again at some point ... only to have them killed again by the taskkiller. Needless to say, this way Android can't learn how to conserve power on it's own. So while the taskkiller does kill processes, it usually kills the ones you need as well.
Or to make a long story short : Android has a built-in taskkiller already, and one that adjusts itself to optimize it for how you use your phone.
Unfortunately it needs a few days before it works properly, and most people don't waith that long while looking for a solution. They find a quick fix in the form of ATK or similar taskkillers and never realize that the OS can take care of itself better than the taskkiller can.
So DON'T Use Task Killer. Trust the ANDROID :-D.
