In a long baseball season in the high-stakes market, saves have a cost-benefit. If a fantasy owner can land two secure arms that keep their jobs all year, they will avoid wasting bench spots for closers-in-waiting and free-agent dollars to pick them up. The cost comes from their draft price to get this accomplished. If you can lock in two good arms, that's less time wasted stressing about the position all season long.
Each year the inventory and opportunity for relievers change. Many saves will be bought off the waiver wire, which requires foresight and timing for a fantasy owner willing to cheat saves.