I guess you know what a relay is, i.e. an assembly of flexible metal conductors : ) So in relay mode input sockets practically become hardwired to output sockets. If you want to inject the trails into this path you would need a mix stage, than it wouldn’t be true bypass anymore.
But there might be a middle ground. When you press the bypass switch, software could calculate the duration of the trails and wait for it before activating (or releasing) the relays. I’m not sure if this would be feasible or desirable though. For example if your current fx is a 4 seconds delay, your instrument would be muted during that period (or what you’ve played for the last 4 seconds would go trailless).
So when you hit bypass H9 can act like it is in DSP+FX mode so trails continue and you can keep playing through and as soon as the trails finish, software switches to relay.