Android games need to handle the context switch (if any) that occurs when pausing and continuing the app. Windows Phone handles multitasking differently.
On WP, the app lifecycle contains the "Deactivated" and "Activated" events. When deactivated, the app stays in the "Dormant" state, effectively freezing the app. If it isn't in the "Dormant" state, it will be "Tombstoned", thus killed. All state-saving-keeping-magic on tombstoning should happen in the game itself.
The "Dormant" state will be harder to implement without support for GL context switches in the game (they don't seem to be part of WP).
"Activated" and "Decativated" in WP map to "onResume" and "onPause" in Android. They should map to the Game.Activated and Game.Deactivated events in XNA, but unfortunately just by listening to them it isn't clear if the game starts and ends or if the game resumes and pauses.
To differentiate between the state during Activated and Deactivated, games supporting tombstoning (should) use Microsoft.Phone.Shell.PhoneApplicationService.
Sidenote: With the current Android-SDL2-Mono-FNA brew, Mono automatically dies as soon as the app is paused (or something goes horribly wrong in SDL2 / FNA and Mono can't handle it... whatever happens, it shouldn't). It normally is a bug, but as long as the death is delayable / managed code is still runnable, it is abusable as function.
(Mono doesn't crash on pause anymore; GL-context-less Dormant is now implementable.)
Windows Phone app lifecycle: https://msdn.microsoft.com/library/windows/apps/ff817008(v=vs.105).aspx
Android app lifecycle: http://developer.android.com/training/basics/activity-lifecycle/pausing.html
"Windows Phone Mango - Tombstoning XNA": https://fiercedesign.wordpress.com/2011/08/29/windows-phone-mango-tombstoning-xna/