It all boils down to the Sussex sense of entitlement and arrogance. Harry knows the terms laid out before them when they announced they were stepping down from Royal Duties. They found out that their life of billions of dollars and global dominance didn't take hold and they have to pay for private security including unofficial visits to the UK. In addition, when they're on official visits to the UK, in their private time, they can't go larking around with Met Police security, they have to use their own security. It also boils down to the fact that Harry and Meghan want security that carries guns. It shows how important they are.
Harry seems to forget the fact that his mother refused the offer of security after the divorce and only used security on official visits/duties.
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