I'm guessing blowing up a mass relay would require at least one dreadnought, if not an entire fleet, and the Council would never allow such a fleet to enter the Terminus systems since it would trigger an intergalatic war (and that's content saved for ME 5, 6 and 7).
Well, as mentioned in Arrival, conventional wisdom is that mass relays are indestructable. The Mu relay from ME1 was blown out of its system by a supernova.
That's not even half of it. See above.
Apart from the fact that nobody but Cerberus and Shepard even perceive the Collectors as a problem.
Indestructible plot devices. Lame. You should always try and construct the story and premise around the plausible, never mind that we are talking about far out sci fi tech.