Without a relay the switch itself, (wiper, lights, heater motor, etc) conducts the full load (hi amps) of that particular device. Since some of the items are faily high load items, the contacts in the switch arc just prior and after contact is made or removed. This overtime will wear the switch out and as many of these switches are no longer available this is not desirable. When you use a relay, you can pass a very small amount of the respective current through the switch and then the contacts of the relay, take the load of the headlights, etc.
I stole this from wikipedia A relay is an electrical switch that opens and closes under control of another electrical circuit. In the original form, the switch is operated by an electromagnet to open or close one or many sets of contacts.