The Y6 Prime has only 2GB of RAM. That's a pretty minimal spec for running Android 9, and I don't know whether their EMUI interface makes that worse. So it's possible that the phone gets so short of RAM that it has to kill the previous app whenever you switch.
That said, while I might believe that if we were just talking about large apps (big games, for example), happening with every app seems a bit much even for a 2GB device. There are parameters within the android OS that control memory usage and multitasking, so it's possible they have just set these wrong. But if they've not fixed that yet (because this is a 2019 device) I'd not have much hope.
One thing you can do is look in the Developer Options settings. If you've not enabled them, go into Settings > About, find the build number and tap on it repeatedly until the phone tells you you are now a developer (hiding them behind an Easter Egg is one of Google's more stupid moves). What options are in that menu depends on the manufacturer and version, but there are usually 2 settings here that could affect this: "Background Process Limit" (normally set to "standard limit", but can be explicitly set to a particular maximum number of processes) and "Don't Keep Activities" (which should be toggled off). That last one in particular would, if enabled, kill every app the moment you leave it, which sounds like what you are seeing, so if for any reason that one is turned on turn it off. Otherwise you could try experimenting with the "background process limit", i.e. set it to the highest value you can and see whether it helps (on my phone the highest value is 4, and I assume the "standard limit" is higher, so I would always leave it to the standard setting, but given the problem you are seeing it may be worth a shot: you can always reset it to standard if it doesn't help).