Yes you still need the relays, because the door lock wires drive the motors directly. The low-current output from your alarm doesn't have the current capability required for that.
Although there is a factory door lock relay, as far as I can determine all it does is make sure that, when the lock or unlock door button is pushed, the current is applied long enough for the lock motors to do their thing. Once the lock motor has completed it's operation, it closes a switch which tells the door lock relay to stop supplying current.
But that's getting into details that don't really matter...bottom line is that you need relays.
