The passcode lock is not being re-invoked after the app is exited & re-entered on Android (2.3.5), only if the app is actually stopped. For example, open WD2GO, prompted for 4 digit pin, look at some file on Mybook Live, go to phone Home, open another app such as a notepad, go back & open WD2GO again & I am not prompted for my 4 digit pin. The only time I am prompted to reenter my pin is if either I stop the WD2GO app (task manager) or continuously press the back button until I exit WD2GO.
Works correctly on iOS (4.2.3 on iPad). Every time you start or switch to WD2GO, you are prompted for 4 digit pin. And if you are switching back to WD2GO, it returns you to exactly where you were after you enter the 4 digit pin (e.g., looking at a pic or in a directory on a share).