In order to decrypt the DM, the client must have control of the private key. But yes, they don’t have to sign anything—just prove that they have the private key to decrypt the DM. I guess the question is whether your service wants to run its own relay. If you’re running your own relay, the client *should* automatically respond to a NIP42 auth request transparently without the user having to do anything. If you’re not running your own relay, then NIP42 connection-level auth won’t help you.