The Hilink power supply has no approvals (only a statement of compliance) and even if it did it would only be approved as a component. And that would not transfer to the device it is used in. The complete device needs to be approved. While the relays are approved as a component that doesn't make the device it is used in an approved device. Approved components help make the approval process easier.
When it comes to adding a device into an electrical system there are specific requirement on how to do that.
It is always best to know what requirements are needed to do things properly. After that it is your choice on whether to follow them or not.