Golly, I'm surprised we didn't have some of the others chime in.....hmm....
First thing comes to mind is computer outputs on modern cars are low current (and typically are switching the negative wiring on & off). Many of these relays have constant 12 volts on them and the CPU controls the negative side of the relay coils. The relay provides a means to use the low current output to control larger loads.
*DING* *DING* *DING*
There ya go.
With more and more complex demands required from engineering to meet Federal safety, emissions, fuel usage etc. as well as increasingly complex creature comforts, modern vehicles must absolutely use microprocessor based modules to carry out all the functions efficiently and effectively. Even before the OBD systems coming into play, there was no turning back. There is literally nothing one can do in a modern car that doesn't involve a "request" through a module or digital serial communications between one or more modules.
With a few exceptions, most control modules have only low current capabilities. Either an open collector or open drain output to sink current. Relays are triggered by these outputs to carry out the final stage of the action. They do the "heavy lifting". The small current drawn from the relay coils are easily supplied by the control circuitry. Relays are cheaply and easily mass produced, even for special high current demands. Relays are a key and vital piece to the modern systems. It would be way too costly for vendors to supply several control modules that had the ability to switch many amps of current.
The days of a large B+ feed coming into the car and getting tied into a headlamp switch or HVAC control panel are long gone
. No more switches or levers that trip a switch to send current to a device directly. Now when the driver or passenger activates something, they are merely sending a "request" to either something like a body control module, HVAC control module or infotainment module. Programmed instructions take a look at this request and then either allow or deny this based on multiple other inputs and active or stored conditions. If all acceptable conditions are met, then the action is carried out by activating a relay or relays.
The plus side of all this complexity as mentioned by Lucifershammer and Jwagner is greater weight and space savings. Heavier wiring can now be localized to the larger current carrying device area. Smaller more stylish switches can be used as they only supply small signal currents. Instead of multiple, varying gauge conductors being spread across the car, now small data lines can be run from module to module and the modules make the decisions for their area of specialty with only enough needed wiring to get the job done.
There ya go.