It actually does. I added zap support to ligess (https://github.com/mutatrum/ligess/) , and that has a single purpose relay for handling zaps. Having AUTH on that relay is one more layer of shielding for snooping eyes.
It's also part of the NWC NIP: https://github.com/nostr-protocol/nips/blob/master/47.md#using-a-dedicated-relay
Hope this helps.