PicketLink SP does not pass RelayState to IDP. The RelayState can be configured in the SP's WEB-INF/picketlink.xml file, but it is not getting sent to the IDP:

<PicketLink xmlns="urn:picketlink:identity-federation:config:2.1">
<PicketLinkSP xmlns="urn:picketlink:identity-federation:config:2.1"
ServerEnvironment="tomcat" BindingType="POST" RelayState="imaRelayState">