Another reason for using a relay in the headlamp circuit (apart from protecting the column switch contacts), is to minimise voltage drop in the supply to the headlamps. A shorter run of often heavier cable can then be used - the cables supplying the current to the headlamps can even be connected directly from the battery (remember to include inline fuses) to the relay/s and onto the headlamps, if this results in the shortest cable runs. This can make a significant difference in the brightness of the lamps.
Al.