Out of interest, I measured RF properties of simple power relay (Hongfa JQX-68F), which is not intended to be used in RF application (or even in small signal application). The frequency range was 30 kHz to 1 GHz, and VNA used was HP 8753D, but I did not bother to calibrate the VNA, so data is not ultimately accurate. As you can see, the transmission is surprisingly good. Isolation is however more problematic, but the poor result is probably due that the relay was SPST, thus just single opening contact. With SPDT one could ground the output when relay is off, and thus get better isolation.
Regards,
Janne