Relays are not 100% necessary. They generally allow you to run a lighter awg wire to the switch and rather than feed the rated current (amps) through the switch, they allow you to use a "signal" current to switch the relay.
Think of a relay as a switch and the switch connected to it as a trigger, either on or off. Relays can fire off a + input or - input via the remote switch. You'd only need to bring a small wire or pair to the switch vs. bringing the whole lighting circuit to it and then through it to the lights downstream.
IF you're using a high amp draw, the benefit is isolating the load from the switch and sometimes making wiring slightly easier by making it more complex, if that makes sense.