I don’t have the first clue what happens when i select just one relay instead of “all my relays”. Functionally, sure (which most people won’t). But what’s the human effect? Are these different communities? How do I choose one? 
Discussion
This is a great question. One of the underlying values of Nostr is that users can distribute their content to multiple relays (servers) to insure it doesn’t get removed. By default most clients post content to all of your relays that accept write content.
There are some folks experimenting with posting to and reading from single relays as a means of creating smaller communities on Nostr. This is something Nos is interested in exploring further in the coming months.