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Create a new rule with the event "After updating an existing user account".

With PHP, we'll check if the user had more role(s) before than after his account's been edited with the condition "Use PhP code". We'll compare "unchanged" user's role with the "updated" user's role like this :

if(count($account->roles) < count($account_unchanged->roles)) {return TRUE;}

Then in your actions, send your mail.

PS: if you don't find the "use php code" condition type, be sure "php filter" is enabled in your modules, in the core section (no module installation needed).

Have fun !