I did some more fiddling, based on what Frederik Schreiber mentioned about Duke 3D needing WinXP
SP3 compatibility mode so I changed the "set __COMPAT_LAYER=WINXP
SP2" lines in the "Duke Nukem 3D - DOS.bat" in the Anthology folder to "set __COMPAT_LAYER=WINXP
SP3" and the game seems to work now. As I mentioned above, it also works for me without these "set" variables lines.
Hope this helps