I think it's highly dependent on the job/field you're applying for, but a strong cover letter could be the difference to getting shortlisted IMO. Especially if writing and/or communication skills are needed for the position.
For example, in the cover letter you could explain why you are willing to re-locate and perhaps other circumstances that have lead to your application for said job. Obviously, it's also an opportunity to further outline your skill set and how that specifically applies to the position being sought.
Good luck!
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