It would be better, I agree. It's not simple to do but we will do it some day.
A quick workaround that may help you would be to open some views in a new tab, so that the task's view remains. To do so you would have to add this code on all views that you want to open in a new (opengoo) tab:
ajx_set_panel('new tab');
For example, you should add it in 'application/controllers/TaskController.class.php' on functions 'view_task', 'add_task' and 'edit_task'. The same for MilestoneController and functions 'view', 'add' and 'edit' and all other views that are opened from the Tasks view (templates?).
Regards.