[Radio Wrangler]

There are bits of those filter circuits floating at DC, with only capacitors to ground. You could have DC leaks charging things due to dirty boards or absorbed humidity, charge builds up, and when you switch a relay, you get a small zap producing a click. Move relays around quickly and there is less time for charge to accumulate, so a smaller zap.

Best quality guessing, but something to check for.

Relays have wonderful isolation at DC like all mechanical switches with plastic insulation. So good design is to make sure there are DC paths or leak resistors to keep all switch selections not in use at the same DC as the one in play. Avoids clicks and thumps on switching.

David