Hi, I do not reproduce your behavior which version of Modelio do you use?
It could be better to use the Notes and Constraints view i.e.
Select your first message, in the Notes and Constraints view select the existing note, right click and copy.
Then slect the second message and still in the Notes and Constraints view right click and paste.
Is should create a note with the same content as the first one, you juste have to drag and drop it on the diagram.
Hoping it Helps,
EBR
It could be better to use the Notes and Constraints view i.e.
Select your first message, in the Notes and Constraints view select the existing note, right click and copy.
Then slect the second message and still in the Notes and Constraints view right click and paste.
Is should create a note with the same content as the first one, you juste have to drag and drop it on the diagram.
Hoping it Helps,
EBR