Because J is not a function of time for a DC current loop so there is no radiation.
Which is precisely why thinking of a continuous current distribution as a collection of charged point particles can give you faulty intuition.
Understood. Unfortunately, what you mean by "relativistic effects" here is a term from an equation for point charges, so it doesn't readily apply for continuous charge distributions.
Of course, it is possible to go from one to the other through careful integration, but it is not trivial and the proof from continuous distributions is so easy that I don't see the point in going through that exercise.