If you go all the way back to Roberto Hernandez and Thigpen, the Sox have always excelled when they developed their own closers or found them on the cheap outside the organization.
Koch Robertson and Hendriks are the three counter examples here.
Arguably, the 2020 team was better off with the relatively cheap Colome... but the opportunity cost was Narvaez and that eventually led to overpaying for another aging veteran in Grandal.
(Ofc, Zack Collins never developing as a #1 catcher was an equally egregious blunder.)