I just received an inbox message regarding a question on StackExchange Meta that I never had anything to do with.
You asked the initial question (and is actually where the comment is) hence why you get the notification.
I guess SE have implemented some redirection based on the whether the question is closed or not. As this is a duplicate it automagically redirects you to the new question. I guess that should not happen for requests from the inbox.
This MSO Question is a duplicate, of sorts, of this question as it highlights this behaviour already.