There are two kinds of people in the world...

A) If you believe that the universe conspires against you, then your closer is destined to injury unless you also have his setup man (and that setup man happens to have past experience as a closer himself). Having this man, who could easily step into the closer role, prevents injury to the current closer.

B) If you are sane and rational, then having the closer and setup man from the same real-life team is simply a reasonable insurance policy.

Without revealing which type of person the Zingrods' owner is, the Zingrods had Hoffman, so they also had Miceli. They released Miceli when he was traded to the Marlins and no longer provided insurance for Hoffman.