I tried this out as well and found that unless the user has "Edit public" rights for OS deployment/provisioning then the option to "Make a private copy" doesn't appear. That doesn't seem quite right, but there may be something else to it. I have reported this to the LANDESK engineering team to see if there is something that should be done there. You can watch the readme in upcoming patches for any changes, or file a case if you would like additional information.
I also noticed that this works the same way in LDMS 9.5 and 9.6