Pulling group messages from multiple relays is technically fine. But can we really say these relays represent the same group? For example, relay1 might show 3 members, relay2 has 4, and relay3 might already consider the group disbanded. In this case, the group messages you receive are unreliable.
Discussion
The relay is only responsible for forwarding messages; everything else is outside its concern. The group member list is determined by the group owner.