Not for me. If I have "use mop up only when losing" clicked and I'm winning by 6 or 7 runs and a new pitcher is needed for the 9th inning, Sparky will always choose a setup A over a long A as long as I have a setup A who is eligible to come into the game.
Admin's response to Bribar pasted above suggests that this is the case (his question was about the 8th inning; I assume the 9th is treated similarly). With pitchers available in all categories, according to admin's response above, Long A will never be the first choice of pitchers to bring in for the 8th inning, and Long B will only be the first choice if you're losing by exactly 5 runs in the 8th inning.