Dear Mods!
I have the same problem - I have followed your instructions and also (https://affinity.help/photo/de.lproj/index.html?page=pages/LayerOperations/duplicate.html?title=Duplizieren and https://affinity.help/designer/de.lproj/index.html?page=pages/ObjectControl/duplicate.html?title=Duplizieren%20von%20Objekten) but it's not working. It only copies the layer as Julian23 mentioned but it doesn't apply the rotation.
My method:
I have an object and clicked the point-transform-tool and changed the transform origin point
I have duplicated the layer (Ctrl + J) and rotated my object (the point-transform-tool is still active)
I have duplicated the layer again (Ctrl + J)
The object is only copied, but the cumulative rotation didn't apply
Affinity Designer 1.8.5.703