Have you ever put jumper leads on a battery to start a car, and found as you connected the last lead it gave a big spark when you touched the terminal.
Thats an example of large current being drawn, now if you took several goes at connecting the jumper lead it would arc each time and burn some of the jumper clip away with each arc.
If you quickly applied the lead firmly the first time the spark would be small and little or no damage would be done.
Its the same with the switch contacts inside the relay, if they close fast and hard the spark or burning is next to nothing, if they close slowly and chatter a few times when closing the arc and burning is much greater so might damage the switch contacts.
So at 36 volts the contacts slam closed fast and hard, at 12 volt (for a 36 volt rated coil)they will be slower and weak so the risk of arcing and burning is far greater to damage the switch contacts.
A relay is only a on / off device and has no ability to control the amount of power that is permitted to flow through it.
It is a electromechanical switch and nothing more, just the same as any other switch you operate manually, in the case of a relay the coil makes a magnetic field that pulls the metal contacts of the switch together.
Im sure Ron will have a better discription with greater depth when the doc lets him out.
Pete.