To the best of my knowledge the multitasking thumbnail is not an active window. It's just a snapshot of how Safari looked the last time you closed it. On my iPad 3 I can close Safari in the middle of loading a site, and it shows exactly that, a blank page with a progress bar.
Interestingly, the page may actually continue to load after I close Safari, and the tab be fully displayed the next time I open it. The thumbnail in the multitask bar does not change to reflect this until I close Safari again. This is fairly typical of apps. They have a set time to finish tasks in progress before they finish closing. It keeps you from interrupting downloads and other vital tasks you may have initiated without having to sit staring at the app until it's done.
I'm not sure what is happening if you are seeing tabs you closed before closing the browser. It's also possible that other browsers are acting slightly different than Safari, though I don't see how they could.
