I've been wondering that same exact question. I hope someone can answer this one soon.

Anal lube is usually designed to be a bit thicker and longer-lasting than regular lube (since the anus is not naturally lubricated to a significant degree). That being said, there's not a bright line distinction between the two; plenty of things marketed as regular lube are fairly thick and some anal lubes fall short of their intended purpose (and the world certainly won't end if you use a "regular lube" for anal). But generally, you can expect anal lubes to perform a bit better for that particular use.