In the ideal scenario, your game packets aren't relayed through our servers, but you do need an external public facing server in order to establish a connection between two players behind your typical home router.
The issue comes with people with dysfunctional ISPs and/or ISP router which don't allow for this (UDP Hole punching) to happen, then we need to actually proxy the entire game from every user to every user in a centralized manner. This is surprisingly common nowadays, sadly.
Having more servers to bounce the game helps, such as the australian TURN server. We are working to get more alternative turn servers running. Yesterday we were testing one for a while and got good info. We will post an update soon.