You don't have access to the private key of the Relayer.
From: https://docs.openzeppelin.com/defender/relay#security-considerations
All private keys are stored in the AWS Key Management Service. Keys are generated within the KMS and never leave it, i.e., all sign operations are executed within the KMS.
The functionality to withdraw Ether from your Relayer easily without code is coming.
From the What else is coming up? section of Running a keeper from Keep3r Network on Defender
- Being able to send Relayer transactions from the Defender site, so you can bond the Relay with the collateral you want and easily transfer your KPR rewards out of the Relay to your wallet without having to write code for it.
You should also be able to write code to do the transfer.