Why does quitting an application automatically bring up Finder?
I don't work for Apple, so I can't say so authoritatively, but I think the Mac works this way because Apple considered it the most intuitive; that it follows the "principle of least surprise." I am not aware of any easy way to change this behavior, although I suspect with some scripting it might be possible.

There is no reason to quit apps that you switch between frequently. The Mac does a good job of managing its own memory. That and shutting down are the only reasons to quit apps.