HAL needs rest!!!!! He's obviously overworked.

[The Senators]

I have Rob Murphy set for set-up and closer duty against both righthand and lefthanded batters. I also have my closer utilization set to Maximize. Can anyone tell me then, why he was pulled with 2 outs in the 9th inning with nobody on base and a one run lead in his second inning of work in favor of a journeyman starter/reliever? Do these settings even matter or are they like placebos?