The high impedance relay has been used very successfully for decades. You can read about it in any of the old relaying application guides. The CTs are connected in parallel, usually in a terminal junction box centrally located, and only two leads need to be brought to the relay.
With the advent of microprocessor relays, there is a renewed interest in using low impedance differential protection, similar to generator differentials and transformer differentials. This requires a separate CT input to the relay for each CT.