PHOENIX— HE has had worse duties. The smile on the face of Mayor
Rudolph W. Giuliani told everybody he knew the difference
between a funeral and a losing clubhouse.  This was late Sunday
night. It had drizzled in Phoenix and Mariano Rivera had lost
the seventh game of the World Series, which was even more
shocking.  The mayor displayed the same state of grace that has
emanated from him since the awful events of Sept. 11. After
staring down prostate cancer, he experienced the World Trade
Center falling down on his constituents and his friends and very
nearly on him.  So the Yankees lost a seventh game.  ''They gave
us a great October,'' the mayor kept saying.  Now it was
November and the Yankees had inexplicably faltered in the final
inning of one of the great World Series anybody has witnessed.
Giuliani knew it was no crime to lose to a team with two
stalwarts like Curt Schilling and Randy Johnson.  There was a
celebration going on in the middle of the field as a new
baseball city celebrated its first world c