Another way to think about relays is they are the back end to clients, a bit like a distributed database.
Clients are on the hook for the content they display (with all due protections as well). Relays don't store anything other than text, so there is no child porn on relays for example, though they could store URLs to other platforms where that content is hosted.
Regardless, it is those host platforms which are sitting on the illegal media. There could potentially be words on relays which are "hate speech" or whatever, but if no clients display it then text in a database isn't illegal in and of itself.
Relays could be compelled to remove content or provide information just as anything else, but their exposure is pretty small. Compare this with Fediverse instances which federate and store everything locally, fuck what a nightmare.