Is debounce necessary when detecting voltage on a relay switched lamp?
The lamp will not act as a capacitor, to aid in debouncing the relay contact.  Although the lamp (assuming incandescent) doesn't switch on and off immediately, those are thermal effects, not electrical ones.  It is a fairly easy matter to add debouncing in software; there are tone of resources on the web for doing so.  Search the forum for arduino debounce and arduino debouncing to get started.