Mains power switches work exactly the same way as the relay, in terms of abruptly applying, or removing, power to the load. This is true whether the load is a lightbulb, or a television.
Thus, there is conceptually no difference between a relay and a wall switch in this context.
In practice, there is, however one caveat: Good quality light switches have internal spring action which ensures positive, firm contact making or breaking - a mechanical hysteresis of the manual force applied versus the switching on and off, so to speak.
A basic relay, or one that is energized by too low a current on the actuation coil, will suffer contact bounce, it will make and break the circuit repeatedly for a very brief period, or if the relay coil is just barely insufficiently powered, the relay contacts might chatter.
Standard relays designed for appliance switching on mains lines, such as those made by Omron and other appliance electrical manufacturers, address this issue by implementing a contact make/break hysteresis and firm spring action, thus achieving the positive force and stable contact creation that good wall switches do.
TL;DR: Don't use a cheap sugar cube relay or one not designed for household appliance switching. A good relay will cause just as much, or as little, harm to an attached appliance, as a wall switch does.