My Cubase isn't making new versions of my wave files...

When I copy a vocal phrase and change something, it will also change the original file… why is this?

Because you have activated that behaviour and not changed it in preferences…?!
Or because you made a shared copy…?!

Possibly because you checked “Don’t ask me again…” when you did it once before, and didn’t have “make new file” also checked. I did that once, and then couldn’t find a way to reverse it. Only moving to the next version up of Cubase did I get to “reset” this behaviour!

Is there a preference to change this? I once asked the same question here, and didn’t get a response… ;-/

As written above -yes there is.

Preferences/Editing/Audio/On Processing Shared Clips…change back to “Open Options Dialog” if you want to be asked. Or to “Create New Version” if that’s what you want to happen every time.