I saw a stat once about quality starts, the average era for one was 1.91. While I don't know the average ERA for a winning pitcher, I doubt if it is lower (See Hernandez in his Cy Young winning year).
It especially annoys me since pitchers have a simple stat (ERA) that melts down their performance into one number fairly effectively, unlike hitters who lack such (You could say OPS, however it strongly favors power and doesn't factor in defense or base running)
And saves do mean something As long as you're considering SVOs. Since the closer pitches the ending of the game it doesn't really matter how good he was as long as he handed his team the win, unlike a starter who could give 5 runs, stand as the winning pitcher, but leave the game with his team leading only 6-5 in the 5th inning.