MPEx uses a double layer: to talk to it you first clearsign then the resulting pgp message you encrypt (per FAQ). In order to duplicate you would have to re-sign the order somehow.
I personally don't like the houses where accepting duplicate(or otherwise confused) orders are part of the business plan. It always ends in litigation when somebody's cat steps on the keyboard and cleans the account.
Mr. P is of the same persuasion, hence MPEx working the way it does. Still, by-connection is probably a perfectly legitimate way to do things, in some cases (which almost never are the cases where it's applied in BTCWorld, but anyway).
With the volume and frequency so low I'm inclined to think that the connection-less protocol is not a problem. It will be if the frequency of trades rises.
Care to elaborate? Seems exactly the opposite would be true.