They have the luxury of walking away from their roles, most don't. They could lead totally private lives but they love the platform which their royal lives gives them, in which the media plays it part by broadcasting their initiatives and tours. Harry is 6th in line to the throne, a minor royal. If they gave it all up he would be as anonymous as Peter Phillips, also the queens grandchild.
Its doable but they want the limelight without the questions or criticism. I would argue the press has gone OTT - its a juicy story, they are not going to drop it. Older woman of colour, divorced, actress, beautiful, social climber, ferocious networker and woke marries slightly gauche, slightly tragic, of dubious views in the past (nazi fancy dress), average looking royal prince who was floundering around looking increasingly like a spare part who together go on a preachy journey trying to make the world a better place, on the way spending shedloads of cash and spouting hypocritical talk from the comfort of their private jet filled lives. Add in the backstory of his life, his mum's tragic death and her family, with his dad's penchant for selling stories to the media, her strange 1/2 siblings, her clean living mum with an interesting path and it is simply irresistible to the media.
They should take themselves away from the madness. The media will be more on them than ever now. Harry seems to be acting impulsively and emotionally. He adores her and his son, feels protective. They were having a successful tour, the private jets and barefoot lectures were being replaced with images of them both engaging in a lovely way with crowds delighted to see them on royal duty. But they have pulled focus away from that to issue this statement of intent. Really odd timing.