I had the same problem once. My problem was, that associated nets have some limitations with non discrete devices. If you want something like a solid state relay, you have to define the several lines as single gates with one input and one output.
In my case i had an 8 Bit Bus Switcher, but i didn't declare each bit pair as a seperate gate, i had one single gate with 8 inputs and 8 outputs.
Maybe try to seperate your relay, a single gate for each line.
I read somewhere that associated nets don't work in integrated flow yet, maybe that's the problem.