In some cases (e.g., BibTeX files), we use a relative path only if the file is below the directory where the LyX file resides. So, e.g, if someone has:
biblio.bib dir1/file1.lyx dir2/file2.lyx and the like, they cannot use a relative path to biblio.bib, which it might be perfectly sensible to do. So when they move across machines, the file is not found. Is there some reason we do it this way? Why not use a relative path whenever a reasonable one exists? Riki