Unless they have changed the wiring, there is no relay in the headlight circuit.
Your asking what the jumper wire is tells me you still have it installed.
This jumper is RE's method of meeting the DOT import requirements that insists the headlight should always be on whenever the ignition switch is on.
In the headlight casquette behind the headlight you will see a short bundle of wires with red connectors on both ends. This is the jumper.
If you unplug the jumpers red ends from the white connectors and then plug the white connectors together your headlight/parking light/off switch on the right handlebar will work as it does in the rest of the world. That is to say, you can actually turn your headlight off with the engine running.
I suppose there is a small possibility that this jumper has a fault in it so you might try removing it and plugging the white connectors together. Then, try your headlight with the r.h. switch positioned in the headlight ON position.