I'm sure it did. But we are also speaking with the benefit of hindsight. They probably thought the worst that might happen would be that Meghan would just be unsuitable for royal life and the marriage would quickly end in divorce, with her running back to California. Messy but not the shitshow the past few years have been.
And as I say, realistically what could any of the family have done? We know William warned him not to rush into marriage, but Harry was having none of it. Also, Harry, though high profile, isn't really important in dynastic terms. Had he been the heir, it's interesting to speculate about how it might have been handled.