S5, these types of things are absolutely factored into UZR and DRS. I can almost 100% guarantee you that if you or I have thought about stuff like this, the stat geeks have already thought about it too and are factoring it into their stats the best that they can. It's what they do. It's pretty much the reason for their existence.
This is what is so wrong about most of the traditional stats, BTW. Those stats are mostly considered in a vacuum, with no consideration given to what else was going on in the game.
The sabermetric guys fully understand that JBJ making a brilliant catch is worth more if the bases are loaded with 2 outs then it is with the bases empty and 2 outs. There is something called the 24 States Run Matrix. It tells us what the run expectancy is for each base-out state that can occur in baseball.
After each play is made, or not made, the run expectancy changes. If a defender makes an out, the run expectancy for the offense decreases. If a defender fails to make a play, the run expectancy increases, which works against the defender's runs saved. If the next batter hits a double, the additional run expectancy works against the defender's runs saved.
UZR and DRS are not perfect, but I can tell you that they are a lot more comprehensive than you think. And they are very good. People need to remember that just because a stat is flawed it does not mean that the stat is useless or no good.