There is a new window button (like a window with a +) that opens a second expressions view. If I do this, the expressions are copied, but in addition if I change it in one window, it changes in the other window.

I believe this may be intentional, with the idea being to have multiple expressions views pinned to different cores. However, this behaviour is different than every other windows based system I've used - a new window always equals a separate edit space, not a shared one unless you choose a "split" option or something very specific. Other debuggers I've used let you open multiple watch views and each one lets you enter a different set of expressions, so I think the expectation that a new expressions view would let you enter a new set of expressions seems reasonable.