The only reason to pass charging power thru the firewall twice is economy. A precision shunt or an inductive pick-up could have been used in the engine bay instead. Both cost more to do than how it was done, and of the Big Three Ma appears to have been the most, er.... frugal. There are those who desire an ammeter. More power to them, I'm not one of them and I'll take a voltmeter over one any day.
There is another, oft over-looked reason to employ relays: voltage drop. Headlights, even stock sealed beams of legal wattage, work better at higher voltages. We've all seen cars whose headlights dim and go more yellow when they drop to an idle. That's the effect of voltage drop even though that type of occurrence may not entirely be the fault of the wiring. The OE wiring was probably OK 50 years ago, but then 50 years ago were headlights even on people's radar as something that could be made to work better? I bet not.
Using relays allows the use of larger gauge wire in a shorter run than OE. If a Concors-type restoration isn't the goal I see no downside to relays for the headlights.
There is another, oft over-looked reason to employ relays: voltage drop. Headlights, even stock sealed beams of legal wattage, work better at higher voltages. We've all seen cars whose headlights dim and go more yellow when they drop to an idle. That's the effect of voltage drop even though that type of occurrence may not entirely be the fault of the wiring. The OE wiring was probably OK 50 years ago, but then 50 years ago were headlights even on people's radar as something that could be made to work better? I bet not.
Using relays allows the use of larger gauge wire in a shorter run than OE. If a Concors-type restoration isn't the goal I see no downside to relays for the headlights.