On the other hand, bringing in your closer with a four-run lead says you are afraid that no combination of your remaining reliever is able to limit the opposition to scoring only 3 runs in one IP. That is the sort of loser mentality which leads to hovering around .500. Winner mentality is confident that the guys available in pen can hold a 4-run lead for one inning and looking ahead to winning the next two games as well.
I have my own Phillies-related loserism related to this situation: I've seen too many past Phillies relievers stink and seem to lack focus, when brought into non-save situations that I'd really rather go with someone other than the closer with a 4-run lead in the ninth. Knebel probably more professional than that, but in a game in which players' future rewards and status depend upon their stats, I doubt any closer is totally thrilled to miss out on a save opportunity, because he pitched with a 4-run lead, instead.