(Based on Visio 2010 behaviour)
Normally when you duplicate a selected object the duplicate just appears where Visio wants to put it (usually offset a bit horizontally and vertically from the original). "Select", CTRL-C, CTRL-V Also has this behaviour
You can do a "paste" where you want it (put the pointer in the right place, then right click and paste).
But not a duplicate..Select original, but then when you right click not close to the selected item then original item is deselected.
What it would need is for right click to NOT deselect what is selected when the right click is some distance away, and then have "Duplicate (here)" as a right click menu option in "draw pointer" mode.