iOS always "resets" my apps after a while when they are minimized. How can I change that? Example: I'm playing a game and stop for a minute to send a message on WhatsApp. Lock the phone for a couple a minutes, and when I navigate through "frozen" apps and select the game (the game still has the last screen it had when it was minimized), it opens from the splash screen, reseted!

And it doesn't happen only with games. Even Facebook, Twitter, and other apps.
You can‘t change that, only the app developer can (by adding code to handle the unloading of the app and preserving the state). Most games don‘t, unfortunately.