Most likely, the audiences used for the ad sets on Facebook have detailed targeting expansion, aka "Advantage detailed targeting" on:
Please note that Facebook deprecated this parameter for some campaigns with such objective- conversion location combination, so newly created ones cannot have this setting on. Old conversions campaigns that have this setting on cannot be duplicated.
We suggest either trying to duplicate it on Facebook, if it does not work there, then you can try to disable "Advantage detailed targeting" for the ad sets inside the duplicated campaign.