An answer will make more sense when you understand the history of Stack Exchange. This whole glorious conundrum began with one site: Stack Overflow.
Stack Overflow is specifically for programmers. Somewhate by definition, questions about how to program are (or can always be made to be) objective, clear, specific, etc. Further, the answer to a programming question in a specific language is somewhat locked in stone. It should never change unless the language changes. Thus, closing questions as duplicates was a perfectly sensible way of keeping the site clean by pointing all of the myriad of ways a question can be asked back to the single best answer. It reminds quesion posters that they should be doing a bit of research (not just blindly posting yet another version of the same question on the site) and helps search engines (a big bonus for SE) to focus on the best answer. Ideally, if that rare case happens that there is a better answer in the future, that better answer should be posted to the original question, not a new one, to preserve the encyclopedic nature of the site.
Except this isn't always true.
I happen to have an answer on Stack Overflow (self-answered) that was hated by the mods and closed as a duplicate. It exists because I was bone tired of sifting through all the solutions, each having their own merits, that had been developed for the question over time. The site desparately needs a way of "rolling up" information to bring everything current. That stunt actually cost me (among other things) the privilege of posting questions for a while on SO.
So, bring this all forward to your question. We do it as a house-cleaning measure to try and keep the site clean. Regrettably, we frequently can't close a question fast enough to force people to post their better answers on the original question. Worse, we'll occasionally mark as duplicate a question that points back to a closed original — which doesn't help anybody.
But while there are rare reasons why this doesn't make sense, the reasons it does make sense are overwhelming. I therefore agree and fully support the behavior (despite having once intentionally violated it myself).
Ours is not a perfect world, and SE has not yet devised a way of rolling-up the info that time, well-intentioned users, and the best laid plans of mice and men have created. It's part of what we live with and work around. But it does have its value.