Communication between relays would add a lot of complexity to Nostr. I recommend having a look at the ActivityPub specification to see how much complexity is required for relays to share messages (a.k.a. federation). That complexity causes ActivityPub to be very inflexible, whereas Nostr's simplicity makes it very flexible.

So, if you want federation, then go use ActivityPub (aka Mastodon, the Fediverse, etc). If you want flexibility, then use Nostr. The consequence is that ActivityPub is mostly limited to being a social media protocol, whereas Nostr is capable of so much more than being a social media protocol (this is a massive understatement).