from the user manual:
Saving a Copy of a Presentation
If you want to duplicate your open presentation, you can save it using a different name
To save a copy of a presentation in Mac OS X v10.7 (Lion) or later:
1 Choose File > Duplicate.
An untitled copy of the presentation is created. Both copies remain open on your
desktop for you to view or edit.
2 Close the window of the untitled copy, type the presentation's name, and then choose
a location from the pop-up menu.
3 Click Save.
I think this is not the answer on the question. I have the same frustation with Keynote.
1. "Save as" is a very common command since my first Mac in 1984. Now I have to think everytime what is happening when I choose Duplicate.
2. The presentation is saved automatically. When I open an old presentation to copy something and I make a change (by coincident), it will save the change without any message. I already deleted slides in old presentations in this way.
Is there any possibility to stop the auto save or the get back a warning after the changes and before you close the document?