THE EASY, GIVE ME REP ANSWER:
When the app is put into the background, the app is suspended. Part of this process is closing open alert views.
THE I ACTUALLY KNOW WHAT I'M TALKING ABOUT ANSWER:
The logic behind this is that when the user hits the home button when an alert is displayed, they might be going to look for information on how to answer the alert. However, when the sleep button is pressed, the user has stopped using the device altogether. Apple knows that if they unlock thier device again 3 hours later and see something like Confirm Deletion
, they will have absolutely no idea what they were just doing and what to do now.
This is known to cause a serious condition known as what-in-the-world-am-I-supposed-to-do-now-itis. Symptoms of this condition include hitting the round button at the bottom of the screen and subsequently holding on your app icon until it jiggles. They then hit the little 'x' button. This is not good for developer's pockets.