In Part design, Face Relate has the option to be Persistent (move this face and the related face moves too on edit) or non-Persistent (just get the face there but keep it "independent").
In Assembly, Face Relate is only non-Persistent. However, in your case, you can select both holes in the assembly and move them together, or you could use "Create Inter Part Relationships". Create Inter Part Relationships allows you to establish one hole as the driving hole and the other as the "follower".
To use this method, align the holes first (with Face Relate or on creation) and then select Create Inter Part Relationships option. SE will see these two holes aligned and prompt which one is driven and which one will drive.
Hope this helps.
Kevin Grayson Solid Edge Technical Consultant firstname.lastname@example.org