Looking at a track that has a couple of playlist entries against it
If I then go to add it to another playlist, it shows the duplicate screen but the target playlist isn’t displayed against the track entry
A little sanity check here. Did you configure Roon to show links?
Roon Settings|General …
Edit: I just spotted the links in the background, so no further actions needed. As you wrote of several playlists, it is likely a space problem and Roon likely doesn’t do a running banner or multiple lines for that information. 
Now it looks like there would be a lot of space left to add more links. 
PS: See my edit above.