The RelayProtocol set in joining clients through the SessionOptions is properly used when joining a session instead of the default platform value.
Known issue:
The RelayProtocol option is not available when using MultiplayerServices APIs with the JoinSessionOptions or ReconnectSessionOptions (i.e: JoinSessionByIdAsync, ReconnectToSessionAsync, ...) preventing using these APIs with a custom RelayProtocol. Work is being planned to allow this behaviour in a future version.