Oof, time to read their privacy policy... They effectively store your personal data, and can link it to every single tx you make.
Soft kyc means no forms need to be filled in, but Relai does collect your personal information through your bank wire data. Relai being non-kyc is a common and persistent misconception that we need to get rid of asap.
I suggest you use Robosats or Peach if you want real non-kyc sats.
https://support.relai.app/en/articles/5981616-what-data-does-relai-store