If multiple devices are involved a Group is desirable because all Group devices react simultaneously. The same thing can be accomplished with a series of Direct commands, one to each device, but they will turn on/off sequentially rather than all at once. A Direct message and a Group message are both ACKed and retried. The Group protocol is a little more complex than this explanation but no sense confusing the issue with facts.
Control of the Relays is effectively done with a Direct command. It is preferable to have the EZIOxx Inputs use Groups rather than Broadcast because of the retry built into Group processing. Don’t think you have the option to use Groups with Indigo but that should be confirmed with Indigo.