To the best of my knowledge, all of the dimmer modules have a minimum load requirement as otherwise the dimmer can’t tell between on and off draw and will leave a faint glow on the bulbs. As you noted, the relay versions don’t have a similar requirement as they are just a physical on/off of the circuit branch, but then that’s not good for the smart bulbs since killing power to the radios on a frequent basis (rather than just the occasional power outage) will tend to significantly shorten the working life of what are already quite expensive lamps.
If you think household members can be relied on to not use the manual switch most of the time, you could add something like the remotec zrc-90 eight button battery powered Device as a scene controller. It has press, long press, and double tap for each button, giving you 24 possible scenes. Available on either the US or UK zwave frequency.
It would mean using two devices instead of one, and the relay would have to be powered on or the scene controller won’t be able to communicate with the bulbs, but when you want colour control, it might be worth it to get the added functionality. 
(and if there is a code requirement for a manually functional switch, the relay device would meet that.)
This specific device is highly rated and has been very popular in the community in multiple regions.
[RELEASE] Remotec ZRC-90 Scene Master - Button Device Supporting 24 Unique Button Commands