Depends. If you're playing music, that program is actually running in the background. Others are just a bookmark of where you were. Some reload completely when you press them. Android memory management is supposed to unload the least used of these when you need the memory. The apps referenced above will tweak the android memory management to unload these programs quicker by resetting the thresholds that they are removed, allowing more free memory and less lag.
Yeah the long press is cool, but swiping them is quicker. (Took me a while to find that out) this may be all you need.