SVeeedy Gonzales

Because these horns use a higher amount of power to make the louder sound it's possible that using it a lot would damage the wiring - too much power too quickly, so the relay gets around that by buidling up the power from the main wiring then releasing it into the horn when there's enough (I don't know the specifics - I'm not an electronics engineer - but it's something like that) and that stops the wiring from getting fried... but as mentioned above, you can get away with it provided your wiring is half decent - or at least, decent enough to take the power surge when the horn is used.