They can't shut down the relays. Only the Reapers are able to control the entire relay network. Even if the Council races could shut down the relays, they never would because it would effectively destroy galactic civilization and commerce. They're a big enough threat to make the Council not want to send an entire fleet to Ilos, which was in the Terminus Systems, because they knew it would more than likely spark a war. Because: A) Nobody had considered the possibility of destroying a mass relay before the Alpha Relay project. B) Considering the Omega Relay's importance, it's probable that the Reapers made it impossible to be shut down by anyone but themselves. C) Sending anyone in to try to destroy the Omega Relay would lead to a war. D) Destroying the Omega Relay would also destroy the entire star system surrounding it, killing millions of people (Omega alone has a population of 7.8 million) and more than likely leading to a war between the Council races and the Terminus Systems.