This is real simple, You do not bench a guy that can turn a game around with a couple of outside shots when there wasn't another player on the court that could hit outside shots.
Pierce was in foul trouble all night. That meant Tony Allen had to be playing. Once KG sat, without Ray, there's no threat of an outside shot and without a threat of an outside shot to space the floor LA packs it in and Boston will have major problems scoring.
Ray, even cold, is a threat to hit and keep hitting at any time. He must stay in the game as a threat to hit the outside shot so that space opens up for Perk, pierce, KG, Rondo and the rest of the Celtics to operate inside when they need to.
You don't bench Ray for that reason, because he's your best three point threat and because he just went off and the chances of him going 0 for the game the next game are unfathomable.