Yes this is OK in my opinion and should not be blocked.
Here on Meta I see it happening pretty often, since "duplicate" here has wider meaning e.g. any question related to how bounties work will be closed as duplicate of the bounties faq but there might be many variants which are not duplicates of each other.
Worth to mention that anonymous visitors will be automatically redirected, so in case of a chain this doesn't really matter as they will reach the "final" destination that is not closed as duplicate of other question.
As for Stack Overflow those things are more rare, but I still think it should be allowed. If you strongly feel that certain question (that is already closed as duplicate) should be closed as duplicate of other question you can flag it, choose Other and explain but the moderator doesn't have to agree.