The only sonic penalty can be as a result of the contact resistance of the relay. this contact resistance gets added to the output impedance of the amplifier thus reducing the damping factor. Having said that the contact resistance is likely to be less than 0.1 Ohm including the resistance of the wires. This means that your damping factor may drop from around 50 to around 25. You won't notice any difference until damping factor drops below 8 to 10 and this is not going to happen.
I would be more concerned about checking the current rating of the relay contacts - remember your AKSA 100 (I think you use) can deliver 6 to 7 Amps RMS into 4 Ohm Speakers - Normal listening levels are likely to be more like 1 Amp RMS.
The "delay on" feature is not required with an AKSA anyway as it doesn't generate a startup "pop". - well mine doesn't.
I've never used a speaker protector and in 35 years of audio mucking about I've come to regret it ONCE. Back when I was an apprentice and obsessed over screwing the last watt out of an amp I built by running everything at 100%, one channel burst into flames (literally) and took out the bass drivers in a lovely Castle Accoustic "Howard".
Cheers,
Ginger
