There are two servers. The "mailbox server" helps with handshakes and metadata transfers, and is super-low bandwidth, a few hundred bytes per connection. The "transit relay helper" is the one that handles the bulk data transfer iff the two sides were unable to establish a direct connection.
I've been meaning to find the time to add NAT-hole-punching for years, but haven't managed it yet. We'd use the mailbox server messages to help the two sides learn about the IP addresses to use. That would increase the percentage of transfers that avoid the relay, but the last I read, something like 20% of peer-pairs would still need the relay, because their NATs are too restrictive.
The relay usage hasn't been expensive enough to worry about, but if it gets more popular, that might change.