I don't get any prompts either on 4.1.1 (Falagar ... should I?)
But I definitely get a new route that I can change without changing the original. As it's not something I do often I can't confirm if that's how it worked in 4.0.5. Your best bet may be to install 4.1.1
Seeing everything when you click on My Collection is normal. It also doesn't matter where you have the duplicate route, even in the same folder/file I can change the duplicate without affecting the original. I think you must have a problem with your BC, if I were you I'd either re-install 4.0.5 or better still have another go at 4.1.1
I haven't updated BC to 4.1.1. as yet as I had an issue with it last time I tried. I can't believe that this issue is unique to 4.0.5 and was fixed in 4.1.1. however, so really I should be able to get it sorted anyway.