If you go into the Pokey's app notification settings, and click on Notification Catagories, you'll see the toggle for Relay Connections.
Discussion
No, you're in the wrong place. You need to go to the app's notification settings. Not the notification settings within the app.
Long-press on the app's icon, tap App Info link (or the little i in a circle) to access the app's system settings. Then click on Notifications. That's where you'll find the app's Notification Catagories. 
