Are small signal relays vulnerable to ESD?
The coil is fairly invulnerable to normal levels of ESD because its impedance is low enough to offer an easy path to ground for the miniscule currents in a typical ESD discharge.  The contacts would likely take some ESD damage if they were to arc, but it would be negligible compared to the arcing they would see in normal operation...relay contacts are designed to tolerate a whole lot of arcing before they start to show serious negative effects from it.  So ESD tolerance isn't usually included on mechanical relays, since it generally has little effect on their operation.

Solid state relays are another matter.