To me, the most interesting (and agitating) thing about the Royals' bullpen is that they have one of the relief gems of the majors in Joakim Soria. As the closer, Joakim's job is to close out close games in the 9th inning. But in order to get there, the Royals need to preserve a lead throughout the 6th, 7th, and 8th innings. And that has been an extremely difficult task. While Soria is far and away the best reliever on the team in terms of WPA, and his 0.77 mark is 11th best in the majors, the primary setup crew has blown game after game. Robinson Tejeda (-1.13 wins), Juan Cruz (-0.57 wins before being cut last week), and Luis Mendoza (also -0.57 wins before being cut last week) are the team's three trailers in win probability, and now the team is choosing to go with more of Bruce Chen, Josh Rupe, and Dusty Hughes as the bridge to Soria.
Relievers are volatile from year to year, so it's often hard to put that much stock into "building a great bullpen" at the beginning of a season. However, the Royals' bullpen was dreadful last year, as well; their -2.96 WPA was 4th worst in the majors, and that includes 3.57 WPA season from Soria. Though GM Dayton Moore is blindly optimistic, the Royals really might have to make some radical changes. It would be an extremely risky move, but I would love to see Soria make regular two inning appearances in save situations. He's gone more than an inning in four of his seven relief games this year, and he pitched two full innings six times last year. However, the Royals would really have to pay attention to not overworking (aka "Proctoring") him, because losing him would undoubtedly be a bigger blow to the Royals than to other teams due to their apparent lack of bullpen depth. Until something changes, though, it would be wise to expect more blown saves. Sorry, Mr. Greinke.