I am experiencing the same issue, even though I have the above WPML / ACF settings set up correctly.
The issue is rather straightforward.
After creating a field group in the default language, duplicating the field group does not work. The ticked duplicate box remains empty, and when going back to the field groups overview you see that it did create a translation, instead of a duplicate.
The end result of this is that for each field new fieldkeys are created for the translation. For my websites I need to have identical fieldkeys for my fieflds for all languages.
