STUN is not a relay, but TURN is, and STUN/TURN is a common combo for when STUN doesn't manage to holepunch reliably, falling back to the relay when the direct connection fails.

What's also true, and what I think the GP was trying to get at, is that STUN requires an external coordination server. UPnP (I think—I am far less familiar with it) does not, because in UPnP you're negotiating the holepunching with the local router directly, whereas STUN is sort of using a loophole.