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Hole punching, which has various forms, may or may not work. This means if you're doing something realtime, you may need to stick a server(reachable endpoint) in between it, at the very least reducing performance.
I have never seen any situation where this is not already necessary other than UPnP which already almost never works reliably. A publicly-addressable relay is already practically non-negotiable for anything over the internet.
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