I think in Casa Markle these two really, truly, see themselves and their children as British royalty. Sure they don't live in Britain, sure they don't do anything royal, but by birth and marriage, they believe they are just as royal as working and non-working members in the UK.
They don't see or understand or accept that whilst there may be a familial connection, they are not in the institution. Hence the entitlement to taxpayer funded security and national intelligence; hence the use of titles etc.
I expect waters may be a bit muddied by them still being on the RF's website - I can see them saying that either they're in or they're not (and they most definitely still want in, on their terms). That really should be sorted out. And of course there's the Andrew situation - if he's still in, they will say, they are DEFINITELY in. And I'm pretty sure there's fairly regular communication over all sorts of things such as giving notice of impending visits, invitations to stay in royal residences to alleviate security issues etc.
But I don't think they think that Megxit is over. I think they think it's still being sorted out, and that they might still get some of what they wanted (they got Prince/Princess for their children, after all - biggest win of all since they left). And they want things to move along, hence the provoking by using the HRH, by affiliate linking clothes Charlotte and George have worn. Things aren't moving along as they want, they're aren't any meaningful comms directly from Pa or brother, and they need resolution. It's why Meghan hasn't gone scorched earth. She's still holding out hope.
I really don't think they've understood that they're out, and that all the HRH's and flouncing and heartbreak over lost patronages is just cringeworthily embarrassing rather than a genuine loss of identity. It's so desperate, in a Real Housewives way, for MM to use the HRH. She has single-handedly diminished the value of "Duchess" and now "HRH" by clinging on to them so tightly for status and relevance. She herself has rendered them a joke.