They speak the same language though, so nothing prevents relays from connecting. But the protocol should be improved
As of right now, relays generally only talk to individual npubs.
The concept of relay mirroring that you're describing is being worked on though, and one already exists at wss://relay.nostrgraph.net
There's an explainer of how it works at https://nostrgraph.net/relay
Discussion
... if relays start connecting to each other. One simple improvement would be sending "I have a message with this hash, do you want it" messages, and only sending the whole message upon request. That's how the bitcoin network does it with inv & getdata messages.