I bet it is hard to give up! Probably annoying at the time, all that deference, then a nice feeling to be 'free' of it, then maybe you start to miss it? It is his identity after all.
I always think of that anecdote about awful Andrew. Supposedly walked into a room, people didn't rise for him and now, so he said 'let's do that again, shall we?" Urgh if true!
In fairness to Harry and William, I can't imagine they are that priggish, but by being royal, have still lived a life of extreme privilege and deference.