I think relapse without any reprecussions might be far worse, because you will continue drinking. The worst part of my relaspe was when nothing bad really happened and I slipped back into the progression of alcoholism. If I would have had a really bad experience I think I might have let the relapse last one night instead of saying, "see nothing happened, you can do it again tomorrow". Just a thought.
I know we don't have to relapse and it doesn't have to be part of recovery, but I consider my relapse a very important part of my future recovery, because I now know that even with all the information I had learned over my months of sobriety that my mind is still able to get back into drinking mode if I am not vigilent daily. It was kind of a tough love type of thing but also helped me to realize that I will never be able to find the buzz again that I enjoyed when I initially started drinking 28 years ago.