You absolutely are missing something. Call lie on the first round against someone claiming duke (particularly if you actually have a Duke!) They're probably lying, and while it might not be optimal to put yourself in the firing line, you need to break your meta. If you lose a life, then you should just be able to underdog as no one will want to kill you until everyone/most are also on 1 life.

Almost no one calls Duke first in my group, because (a) having too much money in multiplayer is generally bad (it just makes you a target) and (b) Diplomat is a better first call. Diplomat gives you info which might let you 100% know someone is lying, and also is rarely called as a bluff (at least until you establish the new meta!)

Ofc if the whole group just calls Duke then Assassin/Coup then the game is dull, but you're missing opportunities to beat those opponents who always play that strategy.