Nope, relays have domain names too.
It’s quite easy for a relay to pull some data out of a note that has a specific syntax and publish that data in .well-known as a NIP-05 identifier.
eg I add relay abc.xyz and publish a note that says.
Claim Stu@abc.xyz
Backup npub1a…
The relay abc.xyz then adds Stu@abc.xyz to its .well-known file and I now have NIP-05 completed without ever going outside nostr.
Then if my key is lost, I go to the backup pubkey (npub1a) and publish a note that reads…
Claim Stu@abc.xyz
Backup npub1b…
Stuff like this will become the norm.