Mike, the core problem with relays in such applications is that there are no relays that can handle both large and small signals well!
Relays are available with "power" type contacts, or with "signal" contacts. Contacts intended to carry high current need to have high conductivity, and if they need to switch high voltage they need to resist arcs without burning or melting off too fast. Typically silver alloys are used for such contacts. But these do oxidize. The oxide layer is no problem for power applications, because the high voltages and currents will simply punch through it. But this layer becomes an insulator, or an attenuator, or even a distorting semiconductor junction, to small signals!
For that reason relays intended for small signals usually have gold-plated contacts. The gold doesn't tend to oxidize, and gives good, linear contacts even with very small signals. But it cannot handle high currents! So it cannot be used very well in power relays.
In ham applications, that involve moderately high current during TX, and very small signals during RX, but usually involves no hot switching and thus no arcs, probably large gold-plated contacts would be best. But such relays would need to be specially made! Normal power relays all have power contacts, not gold-plated ones, and gold-plated relay contacts are usually very small, unable to carry TX currents.
It's a real problem.
Power type relays with wiping, self-cleaning contacts, as mentioned by Bob, might be a good choice, but even these don't give a guarantee that they won't develop small-signal contact problems. And "wetting" with a DC current, mentioned by Gary, is an old trick that also does work to some extent, but implementing it needs additional chokes and capacitors.
My own design approach is avoiding relays for combined large and small signal switching, whenever I can. But in filters like the one you have there, relays are hard to avoid... The alternative is PIN diode switching, but it's far more expensive.
Manfred