People don’t task switch like computers do.
The earliest versions of Windows and Mac OS used cooperative multitasking. A Windows program would do some small unit of work in response to a message and then relinquish the CPU to the operating system until the program got another message. That worked well, as long as all programs were written with consideration for other programs and had no bugs. An inconsiderate (or inexperienced) programmer might do too much work in a message handling routine and monopolize the CPU. A bug resulting in an infinite loop would keep the program from ever letting other programs run.
Now desktop operating systems use preemptive multitasking. Unix used this form of multitasking from the beginning. Windows starting using preemptive multitasking with Windows NT and Windows 95. Macintosh gained preemptive multitasking with OS X. The operating system preempts programs to tell them it’s time to give another program a turn with the CPU. Programmers don’t have to think about handing over control of the CPU and so programs are easier to write. And if a program runs into an infinite loop, it only hurts itself.
Computers work better with preemptive multitasking, but people work better with cooperative multitasking.
If you want to micro-manage people, if you don’t trust them and want to protect yourself against their errors, treat them like machines. Interrupt them whenever you want. Preemptive task switching works great for machines.
But people take more than a millisecond to regain context. (See Mary Czerwinski’s comments on context re-acquisition.) People do much better if they have some control over when they stop one thing and start another.