I agree with you about the money issue, but at this point it's a sunk cost. The Orioles are paying Gonzalez $6M next year no matter what - he can close, set-up, start games, or pitch for the Trenton Thunder, and the O's will pay him $6M. His performance might not justify it, which would suggest that it was a bad contract, but given that he's signed for a fixed amount, why not use him where he'll do the team the most good? If that mean paying $6M for him to pitch 20 6th innings, why not? If JJ or Koji is a better closer, let them do it.
Again, I think ST results and health will be very important factors, but if the O's had a series that started tomorrow, I'd plan on closing with Koji unless the 9th featured 2 or 3 left-handers.