When you're task switching if you have every single app, document, email open it provides too much clutter. Also as I believe cbae suggested it reminds you what things you're working on (note the plurality there). I can't tell you how many countless times I use the taskbar to close tabs in IE, close documents, switch between VS instances or instances of documents or windows of an SDI app, etc.
Indeed, but do people really need that? Right now if I close the window showing the Coffeehouse web-based "app", it still runs. People still contribute to it, things will have changed when I open it next. Likewise with other "apps" that I use like Facebook, Twitter, Amazon etc. Conversely when I close the window associated with "real" applications they just stop working, I can't just get rid of my Media Player window without my music stopping. There's a lot of cognitive dissonace for the average Windows user who doesn't really understand why they need to act differently. And the simple truth is that there isn't any real reason for that, other than simply local resource management - a task the computer is far better placed to do than the individual using the computer.
See my response to Ray7 above. The only cognitive dissonace here is from folks like you who paint half the picture and then dismiss it as not a problem. It's a rarity that "developer knows best" and IMO that's how Sinofsky & crew and folks like you come off. I think you are forgetting what the disgital desktop was ment to represent. On a real desk you choose what's on it. When you complete work you put it away. If it gets too cluttered or items on it become irrelvant you clear those things. There's no secretary that comes by periodically to take stuff off of your desk that she/he feels is less important than what you are working on at the moment.
Hey! I resemble that remark! I'm glad my posts at least provide some entertainment value. I always take a swig of vinagar before each and every post. It's delicious! You should try it.