I don't think that they will build new relays between Andromeda and the Milky Way unless they plan to launch a new series of Milky Way ME games, but I'm almost surprised that they didn't manage to sneak the Citadel end of the Conduit on an Andromeda bound vessel. That actually could make for some interesting twists to the game, especially if the Ilos end was moved somewhere the Reapers wouldn't look. If you had enough of the vessel put together at transit, you could actually build much or most of it in transit as the materials were shipped in a bit at a time