Sure, there are 7 guys in the pen. But you're not going to use Uehara, Tazawa or Mujica before the 8th inning normally. So now you have 4 guys to choose from. And the 4 guys you have to choose from, generally speaking, are middle or long relievers because they aren't that good. So there's no guarantee if you bring one of them in in the 3rd inning that they won't get lit up too. Then you have to bring in the next guy.
Our next day off isn't until next Monday and we're playing the Yanks the next 3 days. Do we want to burn up Capuano today and have him not available for several days?
When the starter gets knocked out early the manager is just in a bad spot. It's got nothing to do with how smart he is. Blame it on lack of complete games and pitch counts/inning counts and the 25-man roster, but it's not an easy job managing the bullpen now.