Replacement level for holds is higher than for saves (obviously). The higher the replacement level, means a fewer amount of adjusted (actual minus replacement) holds available in the positive player pool, means more value for each hold over replacement. They're tougher to get (Usually top holds guys get 30, and top closers get 45) but that doesn't mean holds aren't more valuable. The switch from primary setup man to closer probably lowers a player's actual value in a league that counts holds (depending on how many holds the setup man was getting). However in that situation the perceived value goes up because holds are seen as inferior to saves. Same idea with HR and SB kinda. We know that HR are much more valuable in real life so we think in fantasy it should be the same.
So taking all that into account... Brazoban isn't that good, and isn't even close to guys like Otsuka. When dealing with guys who will get holds/saves no matter what, it comes down to their other stats to compare them to other players in the same situation. And methinks his ERA/WHIP will be a lot worse than Otsuka and Gonzo's.
"Jack, will you call me, if you're able?"
"I've got your phone number written, in the back of my Bible."