This is correct and my goal for the next days is to write it down somewhere in our guides as it's causing a lot of confusion. Questions locked as a duplicate are never deleted from the system though. We find them valuable because there may be multiple ways to ask for the same thing.
Of course, downvoting a question just because it's a duplicate shouldn't ever take place. We have ways of handling this - flags and closing as a duplicate.
Finally, you should be able to hide any of your posts, no matter if it's locked or not. Are you not seeing that option at that post (the icon looks like a lightbulb which may also be unfortunate)