From Harry's point of view I suppose he has been brought up to think titles, precedence etc matter - not from a 'on formal occasions there needs to be a set of rules to prevent squabbling' level, but at some sort of fundamental level, it defines who you are way. Presumably he felt that becoming 'Duke of Sussex' when he got married made him a better? more significant? person.
I don't know, because I can't get into that mindset.
Or the mindset of choosing to be a working royal!