Can someone tell me what the other pipe is for. I’am sure by the photo you know which one I’am talking about 
Looks like they have the cold water line tired into the relief valve. Did you look under that covering and see how the lines are tired to each other.
Regardless it should not be connected to each other
No, I did not look, the buyer said it was opened up some when he was last there, but someone had taped it back together. There is some type of a valve on that pipe too, makes me wonder if it’s a relief valve and then they installed the proper one later on.