The relay is in the power supply circuit, not the audio circuit.
When the amp first turns on, a fairly large resistor and inrush current limiter allow the large power supply capacitor(s) to charge slowly. After a few seconds the relay clicks on and the resistor and inrush current limiter are taken out of circuit (shorted out). The result is a smooth, noise free, power up called a "soft start". The same circuits are in the SET500 and M750.
The other way to do it would have been to put the relay in the audio path, wait until the amp came up, check the voltages to make sure they are right, and then energize the relay to connect the speakers. This does not prevent the initial current surge (which, by the way, can be as much as 400 amps (yes, amps!) for a few thousandths of a second - too fast to blow a circuit breaker or fuse, but that's why the lights flicker when you turn the old amps on) and relies on circuits connected to the audio path to work properly or the amp is "dead". Further, Frank was a firm believer in NOT having a relay in the audio path, but he liked the soft start power supply circuit.
Dan