Why are there multiple copies of figures in Gaming Night Kits
Most gaming kits come with supplies to provide prize support for multiple people (whether it be players, people who help moderate the events, or other qualifications).

Regarding playing the same character, there's nothing that prevents you from doing this, although typically you'd want to have more diversity of roles (and some characters could make the game much easier with multiple copies.)  The other issue is that without painting your minis or otherwise making them distinct, it could be hard to determine which of the 4 identical minis represent you!