First off, your van probably does not have a power shortage, unless
your alternator is on its way out, or you are running lots of extra
electronics than came with it originallly.

However, auto manufacturers will typically use the smallest wire they
can to get the electricity to the various devices. This works
reasonably well when the vehicle is new, but over time the ends of the
wires will begin to age (quicker if they are exposed to the elements).
This leads to an increase in resistance. More resistance means less
electricity (as some of the electricity is being converted to heat) to
power the various devices.

Now it isn't always the HOT wire that is the problem. Often times it is
the GROUND side of the circuit which becomes inadequate. If you can't
"ground" the circuit the electricity doesn't flow or doesn't flow as
well and your lights (among others) don't light up as well.

Larger wire tends to reduce the resistance, but you have to make sure
that you are correcting the problem in the right place. Adding larger
wire on the hot side, while having small resistant wire on the ground
side of the circuit won't give you much improvement.

The issue with headlight relays is also to "correct" another problem.
VW, in order to reduce costs, runs the full current for the headlight
through the headlight switch. As the switch ages, the resistance goes
up and the switch plastic melts. Tends to make your headlights work
poorly, if at all.

By putting relays in to the circuit, the switch is only handling a
small amount of current (enough to trigger the relay) while the relay
handles the major portion of current to the lights. This also allows
you an opportunity to upgrade the wires (and grounds) to the headlights
so that there is less resistance (and hence the lights are brighter.)