It stems from the limits on multitasking on the iPhone/iPod Touch, I think. You'll notice when browsing with multiple windows on the iPhone normally, that sometimes the original window will stay "open" but it tends to be only when you open another page and don't go anywhere or do anything on that page, as far as I can tell. As soon as you do something, the original page is erased from memory and must be loaded again.

As far as I know, there is no way to ensure that the original window stays loaded, especially if you need to "do stuff" in the second window. The only thing I could think of is using ajax to load whatever you have in that second window inside the first window instead (like what google reader for iPhone does when you click on an article), and have it disappear when the required function is performed.