I've wondered if they let relievers take on the role of both 8th and 9th inning as opposed to two separate "set up" and "closer" roles if that wouldn't work as well or better.
I would think think by pitching in the eighth it would relieve a lot of the pressure when you come back in the ninth.
Also it gives the manager the chance to see if a pitcher ain't got it on a particular night before it's too late.