Today I played the Mountain Pass level and came to that little spider cave you have to get through near the beginning. After taking out the two Nords, I set up Gunnar at the cave entrance and sent in the holodecoy to see what's inside. I was surprised to see the holodecoy taking damage from the spiders, and when I returned to Rogue I saw the lost health had carried over to him.

I'm using the PC version of the game sold via Steam.

Update: This also happens in Petrified Forest. Oddly, in that level the holodecoy doesn't lure the spiders out of their nooks like it did in Mountain Pass.