You can have multiple genres in both Ogg Vorbis and MP3. In Ogg Vorbis it's done by having
multiple tags with the same name and different values, in MP3 it's a convention (but supported
by some programs) to have a comma separated list of values on the genre tag, IIRC.
Of course, few people care about this. The good thing about using Linux or any other
all-purpose OS for an audio player is, that you can choose between a couple of audio playing
applications matching your desires. If no program fits your needs you will find one in your
preferred programming language to hack. This is harder with a specialised system with a
smaller user and developer base, such as Rockbox (which I actually find very impressive
compared to any proprietary MP3 player system software).