[exim] "Option --user requires special privileges"

Greetings,

I use

user = exim
group = mail

statements in a router's definition, and I see this in Exim response
trying to send a message:

Option --user requires special privileges when user does not match
current user, e.g.. root or Trusted User [uid=93(exim)]

I can't find in the documentation what special privileges I need to
set to handle that. Setting setuid bit on exim executable doesn't
solve the problem.

Thank you.