Effective duration for Option free bond

Why does effective duration goes down for option free bond when interest rate increases. I’m a bit confused on the logic behind it. Is it because the coupons can be reinvested at higher rate therefore duration decreases? Thanks!

Higher interest rates affect payments at longer maturities more than payments at shorter maturities. The longer maturity payments are discounted more, so they end up being a smaller proportion of the present value of the bond, and, therefore, contribute less to the duration.