I assume you have a diesel driven pump and the existing relief valve is the same diameter as the discharge pipe........
If this is the case, I do not see any problem with two listed/approved properly sized relief valves located downstream of the fire pump. There is no code or specific reason why this would cause a problem. Loss history would indicate this approach is a waste of money since desiel driver overspeed incidents are rare and the listed/approved relief valves are historically reliable.
I say explain everything in detail to the customer and install a second redundant relief valve if they still want to spend the money for the "extra" level of reliability.
{If you are referring to the 1/2-3/4 in. diameter circulation relief valve on an electric fire pump, this size relief valve is simply not designed or capable of preventing excessive pressure as you have indicated.......in addition, there is really no purpose for a larger diameter relief valve IF you have an electric fire pump!}
I hope this helps.