I had the same problem with my 05 FLSTC. The took the switch apart, cleaned the contacts, stretched the springs a little, coated it with dielectric grease and it's being going strong for the last year or so.
The lamps draw more current than a relay would. If you understand how relays work and wire it correctly it will lessen the chance of it happening again.
Even with the ign switch controlling the relay you will need to find a source of power for the lights.
This. ^^^^^^^^^
Lights draw a lot of current. Current means heat. I think the ignition switch should be stamped with what its current limit is, but I don't have one to look at. With extra stuff wired through the ignition switch, it gets hot and fails.