If we make a product and select Save & Duplicate, then even if we change the new product image, in the catalog pages it will show exactly the same image as the original product.
I have tried cleaning all caches, image caches etc and the problem remains.
I also deleted all the product images and still the product shows the image of the original product in the catalog! So it's completely impossible to change it.
There is probably a bug that tells the duplicate product to use exactly the same file name as the original!