@Sarah_Crammond and @Jenn_Jackson,
I just re-tested this: I tested both the Duplicate Project function, duplicating a project with rules, and creating a new project from a template where the template had rules. And I tested in both a Premium and Business organization just to make sure there were no differences.
In all 4 cases, the rules copied over to the new project!
So, unless @Marie or @Natalia have any further thoughts, I would recommend opening a support ticket with Asana support so they can delve into the issue further. Here are the steps:
https://forum.asana.com/t/how-do-i-contact-support/19057/7?u=phil_seeman