Oh, this is probably because Trick Room setters tend to have higher base SpD than Def! Basically, having a nature boosting the higher base stat gives you more stat points to distribute overall, due to how the math of stats and EVs work. For example, take Oranguru with the current spread of 252 HP / 180 Def / 76 SpD Sassy, which gives it 197 HP, 123 Def and 154 SpD. If I made it Relaxed, that spread would yield 197 HP, 135 Def and 140 SpD. The total of defensive stat points goes from 277 to 275, and no matter how you redistribute the EVs, it remains under 277. Because of this, hitting the same numbers (123 and 154) and getting the same calcs would be impossible with Relaxed. The only time where boosting the lower base stat with the nature is worth, is when 252 EVs with a non-boosting nature (ie. Sassy with 252 Def EVs) isn't enough to give you the calcs you're after, and you need the nature to break that limit (Musharna is a great example where this applied!).
Hope that answers your question and I didn't go too far off the rails here :P
