I end up backing out of the app a lot, especially from the search. Having the back button from the search window not exit the app and go back home is a solution for that partícular issue, but a popup to confirm backing out of the app would help in multiple situations.
I think any feature change like this should be optional though.
(I’m coming from RIF and it had this feature.)
This is actually my preference too. But I think apps have to conform to some play store guidelines that say they have to let the back button exit the app. So the prompt is a compromise.