The Data visualizations on the dashboard are also part of the library (as they are OOB). Because of that, any change you make to them will be changes to the library version and with that, change it for all dashboards they are on. 

You will either need to get editing rights on the reports, or duplicate them as well.

It's the same as with old reports. Changing a report that is on 2 dashboards would change it for both. The system is now just warning you for that.