Yes, as stepitupjuan says there was a loss of HRH for Diana (and Sarah F) which meant she should curtsey to her son if protocol was followed properly and allegedly, even the Queen didn't think that was a good idea at the time.
There certainly seems more of an appetite among the public for them to lose the Sussex title, but as they've trademarked that they were obviously hoping to keep it and work with it! So I think they'll be reluctant to let that go if at all possible!
There are all kinds of tax implications as well that they may not have thought through as well as living abroad preventing Meghan from continuing with any application for citizenship here.
Also, I'd imagine their personal staff have contracts which will say about working abroad, but not for months at a time! They may not want to stay in Canada.
Like everyone else, I'm going on what I've read about the 'negotiations', but Harry was asked to put something in writing to Prince Charles before speaking to the Queen - PC is his main source of income so that makes sense - it wasn't an outright refusal to discuss it at all, just a request for what he wanted in writing.
I agree with LordoftheWhys about the way they've gone about it - an overseas posting or a total renunciation of the titles would have gone down fine, it's the way they've gone about it wanting the best of both worlds that has annoyed people.