I know it happens all the time, but it’s really freaking stupid every single time. This is what the creation of the closer position has wrought: teams losing games, frequently, without using their best reliever, for no reason other than the misguided notion that getting three outs is their role, and getting four isn’t.
(For that matter, you also have Ron Mahay. Why did you acquire him if not to have him face Jim Thome in the eighth inning of a one-run game? Ron Gardenhire lost the division last year for want of a similar clue and Jose Mijares.)