The Mets have no closer

[Aaron]

Joey: How can you say that?! The Mets have no closer!
Erin: What about Benitez?
Joey: What about Game 1 of the Series?
Erin: What about shut up?
Joey: You shut up! (To Phoebe and Rachel) I love arguing with her. (To Erin) I’ll be right back.

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Ok, now I guess I need more knowledge about baseball game. What does 'closer' means in Baseball?

[Casiopea]

A relief pitcher called upon to protect a lead late (i.e., last inning or two) in a game.