This consistently confuses me too (and I much prefer it when application insert artificial pages).

I've thought about it some, and I think the problem is that the back button lacks the concept of context.

In the music app example, when I first use it I get the front screen, then choose a song.

Then I press the home button, put my phone away and at some point the song stops.

Now, some hours later I open up the music player from the home screen and it is still showing the song, what behaviour should the back button have?

I think it should take me back to the song list (because I am now in the "Music" context in my head - and this is what it now does). But one could argue that the back button should take me back to the home screen.