Why does my iPad not show the Home Screen when closing apps?

I use an iPad with a keyboard, and when I close an app using CMD+W, I want the Home Screen to be displayed instead of the last app I was using. I don't know why this happens; it’s so annoying.

Is there a way to make this the default behavior? Every time I close an app, I want to go directly to the Home Screen.

[Re-Titled by Moderator]