It sounds like you might have file corruption. I do Web Connect .QFX files for credit cards with Chase, Capital One (x3), Lowes, Target and JcPenney along with saving and checking from my credit union and they all work as expected, especially the anti-dup process.
While with the credit cards, I only download the last week's date range, I might do it 2-3 times a week, so there would be duplicates in the subsequent downloads. With the CU, their website is much more tedious to change the date range so I let it download the default of the last two months. I never see duplicates, so your issue is not with Quicken's process, but it could be file corruption in the area that retains the knowledge of which transactions were downloaded in the past.
You might try doing a File Validate (File menu) to see if it will fix it.
Note that for QIF files there isn't any "processing" during the import, and as such it is expected that the transactions will go directly into the register with no regard to what happened in the past (as in you will get duplicates if you import the same transactions again).
