* Protection: The high-power circuits (like headlights, power windows, fuel pump) can draw significant current. Running that current through a switch in the dashboard or other easily accessible location would create a fire hazard due to heat buildup and potential arcing. The relay handles the high current in a more robust, safer location.
* Convenience: The low-power signal controlling the relay can be easily switched by a small switch or even a computer signal. This simplifies the wiring and allows for easier control of complex systems.
In short, a relay acts as a remote-controlled, heavy-duty switch that protects the car's wiring and simplifies its electrical system.