Currently, shakespeare just ignores the whole relay side of Nostr and has this afterthought retarded implementation. It just uses a handfull of popular big relays. Now here are just my assumptions:

It uses those relays in hopes it covers most stuff out there;

It forces you to select between them probably because doing anything else is too complicated. I.e. the point of the relay selection is only there as a 'well it should all be on this relay, but in the offchance it is not, you can try these others as well.

Its terrible. We can give it some slack because the whole vibecoding thing is novel, and getting the AI to create apps that handle various event kinds is innitially more important, but it is only ( the proverbial) half of the story.