For example, a question that gets closed as a duplicate of a question that is off-topic is also off-topic. It should either be migrated to an appropriate site, if an appropriate site exists and there are no other problems with the question, or closed as off-topic. Likewise, a question closed as a duplicate of a question that is too broad is also too broad - if it was more specific, then it wouldn't be a duplicate and shouldn't be closed.
I think that following links from closed question to closed question is a poor user experience, especially for new users or people browsing in from search engines trying to get answers. The duplicate feature should be used to point people toward good questions with good answers, not to link 2+ unwanted questions together.
Additionally, it might be a good idea to have tools to check in-site links. For example, if links to other questions are posted in comments or answers, they show up in the "Linked" part of the sidebar. Finding questions that have been linked to that are closed may also be helpful. The links can be cleaned up so that users aren't brought to questions that aren't appropriate for the site, again helpful for new users and people browsing in.