Does this happen during a single download or with multiple downloads, i.e. does Thunderbird just download two copies of a message or does it download a second copy of a previously downloaded message at a later time?
If you are complaining about the latter issue, I can confirm that behavior. I am not sure, though, if this is a Thunderbird bug. For me, this only happened when the mail server changed the unique-ids (UID) of the messages. Thunderbird uses these unique-ids to determine which messages it has already downloaded. They are supposed to be persistent across sessions (cf. RFC 1939). Thus, downloading these messages again after the server illegally changed their UIDs might not qualify as a Thunderbird bug.
To check whether you are experiencing the same issue, view the message source for two such identical messages and see whether the line beginning "X-UIDL" contains the same value for both of them.