Building a bullpen in real life is difficult, but so is trying to put together a reliable one for fantasy purposes. Not only do you have to deal with guessing which relievers are going to be able to replicate or sustain their performances going forward, but unlike actual major league clubs, you need to make educated guesses about usage patterns and the overall quality of the teams in order to make better-informed decisions.
Anyway, that's the idea that most people seem to have. In reality, however, wins and save opportunities are nowhere near as related as many think they are. Saves are one of those stats that are considered an anathema to sabermetrics, but there has still been some heavy lifting done in their service, mostly by fantasy-oriented analysts.