a very large number of relays already are replicating data across many relays. would be useful if relays could tell you this so you can eliminate the ones that it wouldn't reach, based on your follows relay lists
it's a general problem for nostr, and one that nobody has bothered to fix and raises the problem that if people have auth-required inboxes how can you auth to them through another relay, you literally have to do the fan-out from your client, like you are just now noticing.
welcome to the club of the guys that noticed stuff.