Typically, all users of Personal or Company vehicles in one country are paid the same mileage rates. Setting up mileage rates by policy groups (Standard Edition) or unnamed mileage groups (Professional Edition) allows you to set different mileage rates.
So this has been a pet peeve of mine since the first day we began using Expense. We don't have multiple policy groups. But even if we did, the IRS mileage rate is difference for relocation mileage. It would be wonderful if we could have multiple mileage rates set up within the same group. What we've done as a work-around is to set up an expense type for Relocation Mileage, but it's not an actual "mileage" expense. Unfortunately it requires the employee to put in the total amount of the mileage (e.g. number of miles multiplied by the current IRS relocation mileage rate). We have them indicate the calculation in the comments section of the expense. This also requires the processor/approver to manually check the math.