Hector's been pitching pretty well. And Girardi is old-fashioned. All closers get beat some times, the overall performance matters more, and this year he's performing well. Part of what makes Hector good is that he bounces back, both from a loss like last night and from slumps (which closers are not immune to).
It seems pretty telling that they have so many other options this year - a proven closer in Kintzler, a set-up man who became a closer in Bradley, two young live arms - and didn't even consider a change. Personally I'd prefer the committee/match-up approach, but that doesn't seem to be Joe's way. He does, however, go with who's available.
Right now this bullpen is no different than last year's (after the trades) or the year before, with 3-4 late options that could or should be interchangeable. But missing Bradley and then Alvarad for a bit meant using Hector more (regardless of inning). Ideally this year becomes what 2019 was supposed to be (Robertson/Hector/Seranthony late, in whatever role or matchup).
Relievers aren't really even at a premium, they were surplus this off-season and will be at the deadline too. Only obstacle is money, i.e. we couldn't even afford Tony Watson. But in July that will be different.