To be fair, when we hosted the Olympics Kate did wear a team GB top. But otherwise, no, they don’t wear branded to one country clothing, particularly when more than one part of the commonwealth is taking part and when the royals aren’t there purely as representatives of team GB.
I assume Meghan got quite well paid for the cooking show that got shelved due to fires, I can’t get excited about her spending some of that on fancy coats if she wants and yes, much more acceptable for her to be wearing expensive clothes bought with money earned.