Your block rewards do not depend on how many and which transactions are in the produced block. So, getting transactions to your block producer faster does not really have an advantage in that regard.
Relays in different parts of the world do help in propagating your produced block faster after creating it, though. That might reduce the risk of getting it orphaned, of another block producer that did not get your block in time resulting in a longer chain or otherwise winning a fork battle.
But the main reason for relays is to protect your block producer from being known to the world from getting hit by DDOS or hacking attempts directly. (Which is also why putting the BP and one of the relays on the same machine only makes very limited sense.)
The two relays in different data centres in different parts of the world recommended everywhere seem totally fine.
In theory, you wouldn’t need a relay at all and could just run one node, the block producer, but that is not recommended at all. (Given the quality of SPO support questions, I’m not sure if a well-maintained BP exposed directly without relay could not be more secure than the majority of no-clue-relay-setups out there.)