Although I do suspect his mainly aimless life is a big contributor to his mindset, as he seems to lack any real purpose.
I think this hits the nail on the head. I bet anything you like that when he was in the Army he wasn't navel gazing depressed and resentful in the way he is now because he wouldn't have had time or mental space.
I understand that someone in the 'spare' position is going to find it difficult to find a place - but it's not impossible - look at Princess Anne or Prince Edward. It is challenging because unless you are going to renounce it all, you can't really do anything purely commercial (if you remain in the royal family working) so you need to look for service and get stuck into it properly - like Princess Anne.
Comparing the life of Princess Anne with Prince Andrew (pre-Epstein I'm talking about) shows how one did it well and one didn't at all.
But albeit carrying difficulty, it has HUGE and I mean HUGE life benefits. Knowing that you will never, ever have to worry about money or a roof over your head or being able to pay for the staff you choose to have is a huge life plus. You could meet literally anyone you wanted to, go anywhere you wanted.
He seems very ungrateful for any of that.