Relays are typically used as a fallback when a direct connection to the host cannot be established. By enabling this option, you will force the connection to always happen through a relay. This can be useful in cases of connection issues to particular hosts. It is NOT recommended to have this option permanently on.
When this option is enabled, the closest available relay will be automatically selected. If you want to connect through a specific relay (e.g. in case of long distance connections to avoid packet queuing) you can disable this option and configure the preferred relays below.