I would use the oem manual and see if you see a relay in the schematic. If so i would use one. Also just All circuits that have a load should definitely have fuse.
That's great question but not easy to answer. As Byron suggested. It mostly had to do with high current but there are a lot of other reasons like if you want keep the same gauge wire to energize a relay....and then on the load side go with a larger gauge wire which the circuit may be required...