This is true. For high current loads, such as lamps (H/L, DRL, Turn Lamps), normally, relays are used. This is due to the thermal consideration if semiconductor is used (though some smartFETs can do the job). Macro point of view for cost analysis, it would be cheaper for the manufacturer to used relays.
Back to the topic, I just realized that your load is a lamp. I know I said earlier about issues from my previous company. The load was actually inductive, it was for the Horn in the car. The PWM is for the anti-thieft alarm and the switch is for the driver (horn switch). It was more on the stored energy in the coil that destroys the FET. When the switch is closed, a very low resistance is paralleled with the DS and the FET is off. I forgot what phenomenum was that. I don't know it it would occur if the load is a lamp.
But if it is not, then, you need to take of the inrush current which is very high (40-60A) for few milliseconds. I would suggest to use a smartFET with a built-in inrush protection. Ideally, it adjust the limits by reducing the RDSon during start-up at which inrush occurs. Try to see infineon products. They are good at this.
About using SPDT relay, I don't see any problem. But still consider the inrush current.