What your task killer is showing as running is not what is actually running. It is, instead, showing what is loaded into memory, waiting to be used. As you even mention yourself, the OS will load up your memory so that apps it thinks you'll use are faster. So a full memory uses as much power as empty memory.
To find out why battery life is improved when running a task killer, you need to find the rogue app(s). The best/easiest way to do so is see what are the items using the most battery. Why? Because what is using the CPU is using the battery. The top items tend to be cell standby/display/android os. Others can be higher based on usage (it is a percentage-based metric after all).
Of course, turn off the meory management/task killers to get the most accurate view in the battery usage list. Once you/we know your top battery hogs, suggestions can be made for alternatives.
Yeah, yeah.. I'm on my phone. So?