Good observations:
>>I used to make copies of projects as I went, but I've been working on a lot of mixes just using the scenes now.
Yes this is a major benefit.
>>Scenes are bit like code branches. It seems to save when you leave a scene for another regardless of whether you hit the save button.
You can disable this behavior if you don't want it in the Mix recall preferences. Turn off the autosave when changing scenes flag. That can be useful but there are cases when you don't want it.
>>Scenes do not get duplicated when you save your project under another name.
Correct, scenes are shared when you save a project under a new name but in the same folder. Its the same as the audio data. If you truly want a copy you should use per project audio and save to a new folder. Then the scenes will be copied to the new location and unshared.