For Global Deduplication Policy it can only be associated to a single Copy within a Storage Policy.
When you are configuring a Secondary Copy you will need to add another DDB. The main reason why you can't associate a DDB to more then one copy within the same Storage Policy, is because this will result in a single point of failure. (i.e. if your MediaAgent goes offline or the Volume where your DDB resides, this will impact all your Backup operation as well as Secondary site Aux Copy).
The recommendation is to have separate MediaAgent with dedicated DDB, so in the unlikely scenario where your Primary Backup site or MediaAgent Server goes offline, you can still leverage your Secondary Copy (by promoting to Primary), to continue backup.
However if you were able to get two copy (within the same Storage Policy) to a single Global DDB, if your MediaAgent goes down, this will result in complete Backup operation down.
Hopefully this is clear