While you're playing Angry Birds ...
Just because you're not directly running an app, it doesn't stop it from running on the background if that's what it was programmed to do. Gods know how many of the programs on my computer would be running simultaneously every time I start the power if I didn't specifically go to their properties and modified them to stop draining my system.
Even worse in a cellphone, where you don't have the tools to directly check that kinda of stuff.
I don't know about iPhones, but Android suspends programs that aren't in use. There might be a workaround that keeps a program from being fully suspended, but I'm not sure.
There is, because just last month I discovered I had some app eating my android cellphone budget every day, which I don't even rememember installing, and I'm pretty damn sure I wasn't using it, let alone using it every day, even when it ran out of battery and I had to restart it, which should close all apps until I call them back again. Had to connect the cellphone to my laptopn so I could find and erase the little bastard directly.
Now, if an app can just drain my cellphone's budget whitout my permission like that, I'm pretty sure it can also send whatever information it pleases from it.