There's some logic that checks if there's a relays tag and it will respond to that. 

If not it will use the users inbox relays.

If the user didn't set them it will try to use the users main relays

And if all of these are also not writeable or on my ever growing list of paid/auth relays only, it uses generic relays.

So unless your relays are all unwriteable it should find something to write to and reply.

Amethyst by default puts the user's inbox relays in the relays tag, but if the tag is empty it will follow this logic above so you shouldn't need them.