Yeah, Lidge liked himself some baserunners, but he could also strike out the side any time he wanted (that was the last season he could, of course, and even then I think his FB was losing a a few ticks). Strikeout counts sometimes become walk counts. Hector's the same way but doesn't have the same elite stuff (particularly a second pitch). Lidge also allowed just 2 home runs in 2008, which is another thing that lets you give up a baserunner per save.
But I think when you watch the guys who actually let the baserunners score you start to appreciate that approach. The list of relief pitchers who put up a great WHIP and never blow saves and do it for multiple seasons is obviously quite short, though the Phillies had some pretty good ones who were just part of the wrong eras (Wagner, Pap).