I believe the Pirates have a team option on Mesa (since I think I remember reading that he would be willing to move to another team if he was traded but only if they picked up his option). I think, as closers go, it was a reasonable option (like $2.75M or $4M).
Anyway, as happens with every other player in baseball, he's going through a slump right now. As a whole, though, he's done a solid job as closer, he likes Pittsburgh, and he is a cheap closer for a cheap team. I doubt they make a move, especially if they plan to pick up that option.
He may not be an elite closer, but he's gotten the job done for the most part this season. And it isn't as if Mike Gonzalez has been lights out all season to warrant being handed the job simply because Mesa has had a rough stretch the last week or so.