The most important reason to use a relay is so that the path between a high current source (battery and alternator) to the load is as short as conveniently possible. Voltage drop along a cable is directly proportional to its length so if you double the length you need to double the cross sectional area to maintain the same voltage loss. Short fat cables are cheaper than long even fatter cables.
Secondly removing high current cables and connections from confined spaced reduces the heating effect of high current, also the possibility of fire if a connector fails on a high current wire.
Thirdly it takes the high current load off the switch gear, which in Land Rovers is often barely capable of carrying its rated current, e.g. head lamp switches.
Fourthly, if your relay is controlled by electronics, eg your ECU, it makes sense to keep high currents away from the ECU and manage them externally. A relay is simple to replace, an ECU that's fried is often very expensive and time consuming to replace.
Fifthly, if you have a number of high current devices at a distance from the main power source (e.g. at the rear of your vehicle), they can share a single large power feed cable and need only thin control cables for each function controlled by a relay. It's simply economical to save on heavy copper cabling which is now very expensive.

