With the 4 concurrent desktops that most Linuxes offer, there's no point in closing oft-used programs like gedit, terminal, and Firefox.
I might just be blowing smoke here, but I have a theory on why programs might load slowly. I don't think Gnome keeps the desktop in memory at all times the way Windows does. The proof is that if you download something to your desktop, it won't be visible until you refresh. So loading a program causes you to dump the desktop from memory before loading the program into memory. Which would account for the extra seconds. Of course this leaves more memory to use in the program, and prevents you from having to fuck around with paging files, thrashing, or "illegal operation" issues like Windows. For people that like to drop stuff to the desktop, though, this can get kinda frustrating, since you have to get into the desktop folder and refresh or logout to get things to show up.
IF this is the case, then I will gladly take a few seconds opening hit in tradeoff for more and better managed memory.