Right clicking on the sprite and selecting "Copy" makes a new instance of that same sprite.
Clicking "Clone" makes a whole new sprite with the same settings as the first one. and deleteing the first one won't delete this one.
You can see it won't have the same name in the object list. it will add a number to it.
And on picking...
It looks like you might be using a variable compare to pick, and variable compare doesn't pick.
basically, if the little icon next to the event is a gear, it's not picking.