There's a difference between privacy and secrecy.
Harry & Meghan have invaded their own and others' privacy willy nilly. Almost all other members of the RF have respected their own and others' privacy - what do we really know about any of them, after all? They mostly don't say anything (Fergie and Andrew aside, and even then they've only ever spilled about themselves). Harry, especially, has been very open about some very intimate aspects of his inner life.
What Meghan & Harry go on about is "secrecy", which is different. It's selective. Privacy is generalised: my private life, my family life, my home life, my thoughts and opinions, even (for the RF) my personality. Secrecy is about specific things/events. Generally, the secrets H&M have made public have (1) been a retort about alleged accusations or perceived slights, like children having to have the last word (2) almost always reflect poorly on them (3) really should have been kept private for their children's sake because the internet is forever (4) are motivated by a desire to both make money out of publicizing them AND to raise their profiles.
The bullying investigation and report must be kept private. It's about many people's professional lives, and probably their emotional state at a given point. The victims are entitled to keep their secrets about how they were impacted (if they were), and the perpetrators don't need to be paraded through the village square by way of punishment. Banishment from the employer is the enough, and that's what's happened.