But only when they're actually doing something. If they aren't actively being used, they aren't using power. Saving power isn't about not doing something the user wants to do.
Most windows applications don't do anything when you're not using them either. Most of them are event driven, not timer driven.
Take Word, or Visual Studio or Photoshop as examples. When they are in the background they aren't drawing to the screen, they aren't doing stuff in the background - all that happens is that they sit there waiting for windows messages which don't ever come.
For it's day, it was fine but it's getting very long in the tooth and it doesn't follow modern OS principles about the best way to conserve power and effectively manage multiple tasks.
The design choice for Metro to suspend background processes isn't because Win32 is power hungry, but because most metro apps are expected to be multimedia apps, and multimedia apps are particularly power hungry. Stop trying to insinuate that Win32 is inherently power inefficient. It isn't, and even if it was, WinRT isn't any better because it's built on top of Win32 anyway.