Is this breaking the rule? I thought the rule was "if there's two Provinces left and buying something else will put you in the lead, buy that".
Yup. PPR seems to get misunderstood a bit lately...
The idea is that if something else puts you in the lead and you buy it, now you threaten to win if they buy a province. But if you buy the duchy and you're still behind, their province buy is still safe, so the value of the duchy is much much smaller.