That would only work if you want all of them to come on at one time, and if the relay was just in place to transfer the power load.
Say for instance you have driving lights. If you have a switch mounted for them, the switch is activating the relay and the relay is transferring power to the lights. This keeps the switch from handling the current. I had mine wired so they only stay on with the low beams and go off with the high, and you need a relay to do that.
The relay for the accessory panel just turns power on and off to the panel. You don't even need to use it, you can wire the panel directly to the battery just like you have all your power wires now. But it's safer to use the relay and let something like your head lights or tail lights turn the relay on and off so the accessory panel isn't powered up all the time.
It really depends on what you want. I have my accessory panel wired directly to the battery with a fuse between them. From the accessory panel the power wires run to a relay for my driving lights and Stebel horn, but directly to other things like my power outlet. My accessory panel has fuses in it, so the fuses are sized for the load they are supporting.