This is actually the one really annoying thing about the Remote Desktop app (which is otherwise the only Metro app that I actually use at the moment).
Typically, if I use Remote Desktop, I'm constantly switching between my local desktop and the remote one. If I stay away from the Remote Desktop app for a few seconds too long, it gets suspended and has to reconnect, which takes about 10 seconds so it highly annoying.
It's also a bit annoying that the Windows key opens the remote start screen, but the lower left corner opens the local one. Since they're full screen and I have similar stuff installed on both machines, I sometimes don't realize I've switched away from the remote machine by accident.
@AndyC: Your TV analogy falls down because with a TV, no one is ever working with multiple channels simultaneously. On a PC however, I frequently am using numerous applications simultaneously (often upwards of ten). It therefore makes sense to have a conveniently grouped area where I can see those applications that are relevant to me right now, and a way to remove them from this area when I finish using any one of them. The taskbar does this beautifully, the Metro thing on the left does not because it has too little space and is not always visible.
Then again, Metro apps aren't designed for this scenario anyway. If they were meant to be used more than two at a time, they wouldn't be full screen!