The two are reported to have moved to Los Angeles in March, a few months after their historic "Megxit" announcement and stepping back as senior members of the royal family.
Since announcing financial independence from the royal family, the cost of their security -- and who would front it -- has come into question.
"I think one of the big concerns when the couple moved to Los Angeles was security, at least, who was going to pay for that security. It's my understanding that they're renting Tyler Perry's home, which comes with its own security entourage," royal expert Katie Nicholl explained to Entertainment Tonight in an interview published on Monday.
She continued: "One of the key issues for them is that they are in the spotlight. They attract a huge amount of attention and their concern has always been how they would balance their private lives with their public roles."
Nicholl explained that privacy rules are different in Britain than they are in America.
"While they were living in Britain, there were no paparazzi pictures of them. There was still a gentleman's agreement between the press and the palace that when the principals -- the senior members of the royal family -- were enjoying private time, that private time was respected," she told the outlet. "So if the couple were papped, then the British newspapers agreed with the palace that they wouldn't use those paparazzi pictures."
However, as drones have reportedly been circling their property and paparazzi have managed to capture pictures of the couple's 1-year-old son Archie, Harry, 35, and Markle, 38, have been prompted to take legal action.
Things would be different had they stayed in the U.K., Nicholl believes.
"There is no doubt in my mind that if they were still living at Frogmore House in Windsor, there would not be this level of intrusion. It simply would not be tolerated," said the expert. "If they had gone to L.A. hoping for a quieter life, where they could duck out of the spotlight, they were sorely mistaken."
She continued: "I think the Sussexes have been a little bit naive to expect that they can move to Beverly Hills, where there's clearly huge media attention on them, and not be photographed by the paparazzi."
Nicholl noted that Harry and Markle will have to guard their privacy "very fiercely," noting that they've made "a very clear point that the privacy of their family is something that is incredibly important."
Additionally, she claims the level of privacy invasion in America has been "upsetting" to Harry as he tries to navigate his new life outside of their royal duties.
"He has the added pressure of now having to forge a new life for himself in a country without an infrastructure, and without the level of support that he enjoyed when he was a prince of England," Nicholl told "Entertainment Tonight." "I think there is a great sense of trepidation for Prince Harry. As much as he is optimistic about the future, I think he's nervous about the future as well. I think he is apprehensive.
Harry not having "a clear plan ahead of him" is likely "quite daunting," the expert said, claiming this has been "a difficult time for" him, as he doesn't have the support Markle has with her friends and mother Doria Ragland being in town.
In addition, Nicholl said the two are concerned over the lack of socialization Archie is receiving, due, in part, to the ongoing coronavirus quarantine.
"I think in that respect, Meghan probably shares the same concerns of many mothers with young children who are living through the lockdown," Nicholl said. "My understanding is that Meghan and Harry have been quite strict and they've obeyed the lockdown ... they haven't been socializing. They haven't seen friends. Really, the only person that they've spent an intensive period of time with is Meghan's mother, Doria, who is wonderful for them as a family."
She also noted that Ragland has had a very "hands-on" role as a grandmother since the lockdown began.
Of course, the royal pair still hopes their son has "an ordinary childhood."
"They want him to enjoy play dates, they want him to socialize with children of his own age. At the moment, that's simply not happening," Nicholl stated to the outlet. "They are still house hunting and I'm told they are looking for somewhere away from Beverly Hills, away from the Hollywood fray, where they can escape the spotlight and really give Archie an ordinary childhood."
There was a plan for the couple to visit their family in the U.K. this summer, but the pandemic caused them to change plans, the expert said.
"We are still in a pandemic and the prospect of traveling is not appealing to the Sussexes at the moment," she explained. "I think the idea is that they will stay put in L.A., not least because of the pandemic, but also because of the work they are doing on the launch of Archwell [charity]."
A trip home to England for Christmas is "a better bet," Nicholl shared with the outlet.