It's a matter of usage, I'd say. This is one of those cases where the "Loss" stat actually has SOME value, 'cause if you look at which relievers have lost us games, only 1 of them is actually good (Hatch). The others have been Yamaguchi twice, Dolis (maddeningly inconsistent), Gaviglio (ha!) and Font who has been a tire fire this season.
Those guys shouldn't be used in a "close and late" or even a "close" situation AT. ALL. (Maybe Dolis, but you never know if that's a good idea until he's already 3 batters in...)
Edit: Looking a bit deeper, Font's xFIP is an actually decent 3.89, so he hasn't been nearly as bad as his results this year, but I still don't think he's a "close game" kinda pitcher IMO.