That’s exactly right; Tinderbox follows the first prototype link it finds.
The real question here is, why do you want to duplicate an existing prototype? A common reason – to represent a variant or specialization of the prototype – is what James Fallows had in mind. In that case, there is a relationship between the concepts, and that’s usefully reflected in a prototype chain.
Another case might be that you’ve got two unrelated concepts, but you want to reuse some complex or finicky settings from the existing note. In this case, you can Duplicate the prototype and rename it. Then, select the new prototype, open Roadmap, and click the checkbox to Include Prototype Links.. Delete those links, and you're set. (This is a nuisance, but it's not something you're likely to need to do very often!)
If you find yourself wanting to make a considerable number of prototypes, you might want to stop and think. Most Tinderbox projects -- even very elaborate projects -- work fine with a handful of prototype. If you need more than a dozen, there's no technical problem that prevents it, but you may be building more formal infrastructure than you really need.