relay harness power is managed by the relay itself. If there IS something going on, the juice is extracted from the battery rather than pop the fuse under each circuit thus you will be protected but if it overexceeds the amperage, of course both fuses on each circuit going to the ballast will pop then if more is used then the main fuse going to the + side of the battery will pop.
In other words, the insurance you get is from both the fuses and relay itself.
Here's a little example:
