Pickford made saves, loads of them , that isn't the problem.
The problem is the mistakes that he made. All keepers make howlers during the season, De Gea, Loris, even Alison and Ederson but the better keepers make fewer mistakes. The keepers making fewer mistakes play behind better defenders. I think De Gea is the classic example... as the quality of players in front of him declines his mistakes increase.
Better defending cut down the opportunities for attackers to take on shots and thereby cut down the amount of work a keeper has to do.
Pick the best keeper in the league, put him behind our back four and midfield and they would leak goals as well.
There is a reason that we all recognise we need a central defender, a right back and at least one central midfielder ,if not two...that reason is to balance our team and make our defending better more that it is to improve our attacking.