That is actually supposed to be way of honouring the player. I remember Expos fans had the same pissed off reaction when they brought in a defensive replacement in the middle of the 7th for Vladimir Guerrero -- in his last game before becoming a free agent.
The theory is the announcer highlights the player when leaving the game, and everybody cheers as they leave. But many fans did not see it this way, and I remember them being pissed at Frank "Sleepy" Robinson.
It's similar in concept to trying to pull a college basketball player in his last game to get a big cheer.