This is a very astute observation you have made. Let us remember that the dramatic monologue reveals the way in which the Duke tried to gain mastery over his last wife. His perceived inability to "tame" her and to force her into the role of a meek, submissive wife who would aniticipate his every need and smile only at him resulted in him ordering her death, which could be regarded as an expression of his ultimate mastery over the poor last duchess. If we consider how this statue you refer to is described, we can see similar themes emerging:
Notice Neptune, though,
Taming a seahorse, thought a rarity...
The key word to focus on here is the way that Neptune is shown "taming" a seahorse. Clearly we could argue that the Duke identifies himself with this figure of Neptune, the Roman God of the sea, in the way that he seeks to bring others under his control and go through a process of "taming" them so that they realise his ulimate mastery and power over them. We can therefore argue that this reference to the statue is another calculated demonstration of the Duke's power and the kind of obedience he expects from any future wife.