Defensive indifference

I hate the way the Sox allow the runner to take second due to defensive indifference. I understand their thinking that with a large enough lead, that runner doesn't matter. However, they have given up a run in the 9th of the last two games that they wouldn't have if they had just played regular defense. Has there ever been a situation in which, after the game was over, a team thought "boy if we hadn't have held that runner, we would have won" ?