I mean when the connection is shown in the frontend. Monitoring the server usage, when having the relationships queried, we get some spikes/high consumption. If we disable them, the high usage is mostly gone.
The relationship injects the relationship parameter to the WP Query of WordPress and its data from a custom table so I think it won't affect the performance significantly. You can try using a caching plugin to cache the query like WP Rocket or Redis Object Cache to prevent high consumption on your site.