hmm.. no I think you got that wrong, because there are two kind of "relative syntax" actually.

When it comes to Move/Copy/Backup To it is the usual way you may know from console, DOS, HTML, etc ie. based on current location.
In such case, "..\Here" would mean a folder namd "Here" on the same level as the current one.

But, when it comes to Go To and Open (With), the relative syntax is a portability feature actually! It allows you to specidy a path (of an application) based on, indeed, the application folder (location of the running XYplorer.exe), thus allowing you to reference applications without a fixed path.
So then, "..\Here" means a folder "Here" on the same level of the folder from where XY is running.
That way, it still works even when XY is on your USB stick for example, and you may not know what letter it'll be assigned on different computers, etc.
Another portability feature for the same purposes is to use the interrogation mark as drive letter, eg "?:\Data" This time the question mark will be replaced by the letter of the drive XY is running from, again allowing you to bypass the changing letters for USB devices, etc
This obviously only applies to Go To/Open (With) but not Move/Copy/Backup, as it's part of the portability. Those portability features are also supported on Catalog or XY's own File Associations.
So what you described is actually perfectly normal & expected behavior! Relative syntax on Move/Copy/Backup To is based on current location, but such a thing wouldn't really make sense for Open, the relative syntax there is a "different" relative syntax, for portability, based on the application folder.
Hope I was clear enough to explain this.