This isn't quite right. In a situation that you can earn a save, you DO get a blown save if you leave the game after giving up the lead. In last night's game, he entered leading 4-1 and left while still leading 4-3. He left the bases loaded and subsequently 2 of his runners scored, so he got tagged with all 4 runs and the loss, but it was actually the pitcher that came in after him that got the blown save as he was on the mound when the winning run scored. To make it even more unfair, Ziegler actually got credit for a hold because he held the lead (very perilously).
In fact if a reliever comes into the game with a 1 run lead and the bases loaded in the 6th inning and allows a run to score and is replaced, he too will get charged for a blown save as it could have been a save situation if he pitched until the end of the game.
Each game can have many pitchers get holds or blown saves on both teams and at most one with the save. In fact it's possible (but I've never seen it happen) for the same pitcher to get 2 blown saves in 1 game.
Sorry I can talk all day on scoring rules, and how stupid most of them are.