I’m familiar with Cyberboard, but this is my first try with Vassal. Forgive the Cyberboard-ish terminology! When I’m doing setup during the first turn of my PBEM game, I’m dragging units from the Counters window to the map. So far, so good. What surprised me, though, was how the units remain in the Counters window. That is, it’s like their copied to the game board rather than moved. Not a problem, but I have to be very careful that I don’t drag duplicates of some counters over since they never “go away” from the counter window.
In well-designed modules the pieces should have already been dragged onto the board for specific scenarios (pre-defined setups). But otherwise yes, at least for now you do need to pay attention if you want to avoid dragging duplicates.