As long as the signal to measure things get much better when the probe is connected. It is normal for the high impedance probe to pic up quite some signal from the environment, usually mainly 50/60 Hz mains frequency.
It might be with adding free-wheeling diodes if the relays are DC. Or snubbers if AC. Normally Relays don'T produce so much EMF trouble. Difficult are things like an arc lamp or arc-welding.