Duke was indeed a member of a military, but a different one... https://xcancel.com/autisticarab/status/2027095614794641533

Duke Nukem fans, I bring grave news about his origin. In Duke Nukem Forever, you can see a photo of Duke when he was in the military. In it, he's not holding an M4. He is holding a C8A1. That's right, Duke isn't American. Its terrifying. He is Canadian.