This has been discussed on Meta: Duplicate explanation should encourage improvement of original. (By the way, it's worth noting that the statement is shown differently to the user who posted the question; they are encouraged to edit.)
The message is intended for users who arrived at a question via search, finding it marked as a duplicate. They are advised to
- Read the answers posted to the linked question
- If those answers do not answer their question, then post their question. The fulfillment of this if clause means that they actually have a different question, which just happened to have similar terms in it.
Of course, if the question is really similar, it would make sense for them to explain why the existing answers do not answer the question, so they won't be given the same answers again (or have their question mistake for a duplicate).
By the way, this also brings up the point "what is a duplicate question"? Question A is a duplicate of answered question B if the answers to B also answer A. It is not enough for questions to just be similar, the answers provided for B must work for question A. Otherwise marking A as a duplicate would be a disservice to everyone.
(Exception: double-post by the same user. Then we don't care if there are any answers yet; one should be marked a duplicate of the other.)