Huh. Yeah, you'd think so. I assumed the same thing would happen to Quina after the Witchwood quest expired, but she just popped up back in Cassardis. So I guess The duchess' plight wasn't all that important.
Question: why did it choose her for me? Was it random? She was one of two NPCs I had max affinity with, the other being Madeleine, who's questline I completed in its entirety. Either it has nothing to do with the number of quests you do for someone, or the duchess has some sort of natural "bias" towards becoming your LI. It seems in my next playthrough I'll have to plan very carefully if I want to end up with someone specific, i.e. only give them gifts, make sure they're the only person I max affinity with, etc. It's not hugely important, but ending up in a relationship with the armorer or some kid would be hugely off-putting.