I think most of us would like them to be happy and (if they actually wanted it) to live a private life. I don't think they are though, I think they're both thin skinned and care far too much about what other people think for the roles that they have chosen and been born into.
I've read a few articles that have said that not only does Harry read all the articles about him but he reads the comments sections, that is so ridiculously unhealthy.
“He has grown increasingly into adulthood irritated with media coverage and had an almost unhealthy obsession with it, to the extent he would even read the comments beneath the articles online. He would then take up issues with the correspondents from those papers when he met them.” www.theguardian.com/uk-news/2020/jan/09/hes-very-tortured-prince-harrys-growing-anger-at-the-press
I have a feeling Meghan reads everything written about her too.
I don't know about anyone else but I got the view that they were kind of annoyed when all the press about their Africa trip was universally positive, like they had planned to release the statement about the court case when some negative press started so they could be like 'here, see what we mean they're horrid to us' and then when there was nothing like that they had to release the statement anyway. They're trying to play 4d chess against the press and are frustrated its not working
I think most of us have an innate sense of fairness but as adults have realised that the world is rarely if ever fair, you would think that people with immense wealth and influence would think that life had already dealt them a fairly good hand rather than life being unfair and having to ward off evil spirits and rail against everyone that isn't 100% on side all the time