Context: "God wanted to be in relationship with His people."
Is it okay not to use an article before "relationship?"
It is somewhat odd. It would seem to be a technical expression dealing with the nature of the divine. Humanity is in a state that we call relationship with that entity that we call God. We understand that "relationship" doesn't have its normal meaning. Compare:
Like it or not, we are all asked to be in relationship with loss and grief. (Huff. Post)
However, most examples that I can find of these words are simple errors or typos. If you just mean "God loves humans and wants humans to love God" then "in a relationship" is natural and normal.