Clicking a program icon on the taskbar should always bring that program to the front, even if it has multiple windows open.
The current behavior only brings up the window previews and forces you to choose the window. This is an unnecessary extra step when you want to switch between the windows of two programs.
The preview shows on hover anyway, so a click should logically bring that program to the front.
This issue is exacerbated in Internet Explorer, where there's just one window for all the tabs, yet Windows will not bring that to the front and instead show you the tabs preview. Rather irritating when you know exactly what tab you were on before you switched away and now instead have to look for it in the preview list.
Note: This only occurs when the program has multiple windows open. When there's just a single window, clicking on its icon in the taskbar brings that program to the front.
Always bring the program to the front when you click on its icon in the taskbar. Activate the last window that was being used in the case of multiple windows being open for a single program.