The Aeon micro relay needs a neutral.
Most smart switches need a neutral. They are wired differently because even when it looks like the switch is off, it has to still really be on so it can recognize the next “on” command.
In many older houses, the neutral wire was run to the wall receptacles and to the light fixtures, but not necessarily to the box that holds the actual switch.
So an electrician can usually “fish” up a neutral from elsewhere in the wall, which just means grab it with a plastic hook and pull it up. But don’t try this yourself if you don’t know exactly what you’re doing!
Also, there are some types of wiring, particularly a kind called “knob and tube” or K&T where you will not be able to find the neutral inside the wall.
So it may be a case where you have to have an electrician come look at your wiring and figure out the best way to get the lines you need to the switch box. Or if it might be possible to put the relay someplace else on the circuit, like in the lighting fixture box.
See the following FAQ. It has pictures.