Relay arcing protection for analog input
As long as the relay has sufficient braking capacity, you don't have to worry about it. And this seems to be the case for you, if the max. current is 2.5A and the relay contacts are rated for 3A

The arcs stay inside the relay. They send out some radiation but it doesn't damage electronics. If the braking capacity is not sufficient the arc will weld the contacts and they won't open anymore. Still it won't directly damage anything else.

It is not possible to avoid the arcs with mechanical relays, if there is current flowing when the relay is opened.