Drafting for saves can be dangerous. I'd rather have high skill RPs than mediocre options that are expected to close. There's a ton of turnover every year at the position, obviously.
There's logic with both choices. Most elite setup guys continue to be stuck as elite setup guys. It's pretty unpredictable so I would rather start with guys that are closers (but not pay a lot for mediocre ones).
And I'm not talking about maybe closers. I'm talking about for sure closers like Farnsworth and League. It's nice to have elite setup guys for the ratios but I'm not drafting them if they are behind rock solid closers. I fill out the rest of my team with good setup guys that have a chance at closing. And there are tons of these guys available every year.