SCP: Containment Breach is a pretty big game. It's gotten to a point where it takes more than a few hours to make progress some times. It may be useful to have additional save slots. Just in case you make a bad save (example: accidentally saving in front of SCP-173 right before you have to blink or saving after you die), you could go to one of your older saves and use it instead.

Couldn't you just duplicate the file?

I suppose you could. Although it would help streamline the game to simply give the option for additional save slots. That should be done later though.