When a smart object is duplicated as a new layer (command or control + J) it remains linked or nested with original layer. These layers can be given any type of effect. However when a smart object is double clicked it opens into a new window and any editing in this layer will make similar changes into the duplicated layer.
If one wants to edit all the smart object separately without affecting others all the layers should be duplicated as new smart object via copy. This command is available under layer menu in smart object, on the drop down menu in the layer or right clicking on smart object.
