If you want to play it safe you can use that deal relay. I have heard that turning on and off HID's rapidly is bad for them and may cause them to fail. That might be a good safety net just in case you forget to swtich off the auto on switch.
I have factory HIDs, and I always leave the lights on auto. Certainly the manual doesn't say that you can't use the feature that you payed for.
I'm pretty sure all hids take up time to get to their real color and full brightness. Even my oem ones do. The salt has to heat up and bounce around and then you get your full HID color and brightness