Actually, it's a very smart move by Onkyo and for all I know, it may now be required for CUL and CE certification. Someone using a 4 Ohm speaker with the switch set to 6 Ohms could ignite the receiver. The relay acts as protection while still keeping the system running.

House of the Rising Sone
Out in the mid or far field
Dedicated mid-woofers are over-rated