Since the datasheet does not mention testing with anything other than a resistive load, we must assume that it has not been tested.
Because of the size of the capacitor (2.5 Farads), currents could be quite high.
When charging a discharged capacitor, the current could be quite high, perhaps high enough to damage the contacts in the relay. Note that this may ALSO exceed the maximum current rating of the capacitor, so may also damage the capacitor.
The "easiest" fix would be to include a resistor in series with the relay in order to limit the current, though this would waste energy (Joule heating in the resistor). Perhaps the source resistance of the (assumed) AC supply transformer would limit the current is this way. Assuming a 24 V supply, a 5 ohm resistor would be required to limit the current to less than 5 A.
A second fix could be to include an inductor (with parallel diode) in series with the capacitor to limit the current. Assuming a 2.5F capacitor, 24VDC supply, and a 1ohm series resistance, spice simulations suggest that a 50 Henry inductor would be required to limit the current to less than 5 A. Charging would take about 20 seconds.
The best solution would likely be to use a current source to charge the capacitor instead of a voltage source. A MOSFET in saturation provides constant current, so may be appropriate. Also, a linear or switching regulator could be used as a precise constant current source.
Since you have the circuit working, I'd suggest using an oscilloscope to measure the switching currents and voltages, in order to ensure that the relay's and capacitors maximum currents and voltages are not exceeded.