Exactly, his arrogance is astounding, no argument there. As for the RF, of course they're going to protect him, he's the Queen's favourite son. That's why they paid off Virginia Giuffre for his horrible behaviour.
No matter what he does, he is royal blood and one of their own (hence the untouchable arrogance). The women who marry into the institution however, are not so protected, or only if they play along nicely, which Diana didn't do after her divorce, and Meghan is not doing. Harry for all his faults (and there are many) will eventually be welcomed back into the fold, because he is one of them.
Like it or not, that's how the RF works, that's how they have survived. It's not nice or pleasant, but neither are they. They exist to perpetuate themselves, and I'm not sure how anyone can really modernise the RF, as in doing so they make themselves more irrelevant.
However, in saying all that, Meghan married in surely knowing some of this, and Harry certainly knew this and should have warned her - and both were happy to go along with the rank, title, privileges, sparkly tiaras, fawning crowds and extravagance as long as it suited them. And now they seem still to want all of that, without any duties or responsibilities to the institution that bestows them. That's the hypocrisy.