Parnell may or may not be closer material, but he has made progress in his game since 2011. I see no reason why he shouldn't be given another shot at becoming the closer.
It's not like this is considered to be a playoff team this year. It's a transitional season, and so why not see it Bobby can be the closer =, as other young players are also learning/growing too.
If he has success, then we have ourselves a young cheap guy to close out our games, and can devote more resources to other other parts of the pen/team.
If he fails, then at worst, we put him back into the 7th/8th role where he's had success, and give Lyons a shot in the role maybe.