That's not really true.
Gibson, Reimer, whoever you want to consider the backup to be in Carolina, Wedgewood, DeSmith, Knight (in Florida), Fleury, Annunen, Allen, Hogberg, Forsberg, Hofer, one of Stolarz / Woll, Comrie, all have a better save percentage while being the backup, while Lindgren has an identical one. Pickard is very much middle of the pack among the backups, though often with less games played.
Pickard has been a fine backup, and could probably handle that role behind a very good starter. But - and I think that was the point that was being made - he is not a 1B to a 1A. So unless the Oilers get a very good starter for next season - which is unlikely, because there aren't many on the market - having Pickard as backup likely means a 1A / Backup scenario at best, not 1A/1B. When you don't have a very good starter, it is very much worthwile to have a number 2 who is more than a backup, so it makes sense to look for someone better than Pickard.
On the other hand, a case can be made that trying to find a 1A and a 1B at the same time might be quite tricky, so keeping him around is better than being left with an even worse situation in the end.