I haven't experienced the retention issue myself. My pattern of usage is to only open from the tiles. I tend to use the back button to navigate through previous contexts (hold it down and then slide left/right to pick a task/open application).

Regarding notifications; you know about tiles right? They have status on them i.e. unread count etc. A notification is pretty just a poke in the ribs to check the tiles rather than a queue of things to do.

Jail-break and run unsigned apps? Yes there is for nearly all devices - see xda-developers.com. I really don't care about this myself though. Mobile telephones have never been open platforms. Even Android is a fragmented minefield in this respect.

It's just different.