Perhaps none of your preferred relays have an event you are interested in. You could be reading a thread but you are missing the original post and you can’t make sense of the conversation because the events are in relays you can’t or don’t wish to connect to.

What if you could request missing events from other clients (e.g. your follows)?

Your client: Hey, I’m interested in this event. Do you have it? If so please publish it to the relays we both share. If not, it’s alright.

Their client: Oh sure, no problem!

Your client: Gee, thanks!