The genitals of true intersex individuals are not duplicated. Instead, their external genital features are hybrid structures. In turn, it's not a matter of duplicated neural innervations.
Hermaphroditic phenotypes in humans are nowadays preferably described as intersex phenotypes. In humans they come in different flavors, dependent on the underlying genetic causes, which are often caused by mosaics of X and Y chromosomes. Dependent on the exact genetic underpinnings, various types of intersex phenotypes occur, with different internal and external phenotypes of the reproductive tracts.
To proceed to the most extreme case, namely the true intersex individuals - these people display both male and female external genital tissues. However, this doesn't mean they have fully developed male as well as female genitals.
Now taking a step back to the normal male/female situation - you have to realize the clitoris and glans penis develop from the same tissue (Fig. 1). In true hermaphrodites, the external genitalia are not duplicated, instead they form a hybrid, where it becomes unclear what exactly is present: a small (glans) penis, or an outsized clitoris (Fig. 2).
So in all it is not a matter of duplication, but a hybridization of similar feats.
Fig. 1. Male and female genital development. source: University of the Cumberlands
Fig. 2. Intersex external reproductive organs. source: ImageSlideShare