SYMPTOM:
Strategy Administrators use the Duplicate User feature in Strategy Developer to create a copy of an existing user. The user that is being duplicated is linked to a security filter, as shown below:

After the user duplication, the Strategy Administrator will find that the duplicated user is not linked to the same security filter as the original user.
CAUSE:
This is working as designed. A security filter is not a direct property of a user. Instead, the security filter is an internal object (link object) that stores properties on a triple, consisting of a filter, a user, and a project. Each set of objects in the link is known as a link item. A new link item linking the duplicated user to the same security filter and the same project is not automatically created when duplicating the user object.