What am I missing? Better solution to relay server / NAT Traversal

So my team is looking into the new UNet stuff. The relay server in particular seemed promising to us because it solves all those ugly NAT traversal problems. The one thing we really hate about it though is that in order for a client to send an rpc to all other clients the message has to go from client -> relay -> host -> relay(?) -> clients. I assume the same is true for state synchronization (NetworkTransform) as well.

So after some time thinking about this what I'm wondering is why can't...

What am I missing? Better solution to relay server / NAT Traversal