Duplicating a variant will copy your conversion goals as well. However – the goal is associated with the actual link value, not the reference to it (if that makes sense).
So, say you have a button that links to “http://google.com” and you select “http://google.com” as your conversion goal. If you change the value of the button’s link to “http://amazon.com” then the conversion goal will not update.
I took a look at both of your pages, and in both cases it looks like you’ve changed the value of the main CTA link. The challenger variant on your first page doesn’t have a goal selected because of this, although your second page seems to have a goal selected (did you just do that now?)
Hopefully that helps explain things a bit better. We completely realize that setting conversion goals shouldn’t have as much room for error and are planning some improvements in this area.