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And at Kensington Palace, the Duke and Duchess of Cambridge suddenly realised that they, alone of their generation in 'The Firm', will now have to bear a burden that ought to have been shared with the Sussexes.
What unites these households, above all, is the certainty that the way of life the Sussexes seem to envisage – going off to live in Canada, but then turning up in England and opting in to the Royal family as and when they feel like it – is not feasible.
Courtiers are also bemused by how this couple with an Atlantic-hopping lifestyle (so much for the carbon footprint and their "progressive" intentions) will achieve the "financial independence" mentioned in their statement, and still live in the style to which the Duke has been accustomed and to which the Duchess has recently become so.
They must also ensure, in making money, that they do not make the monarchy seem grubby by relying on their link in touting for business. The coming months will provide a forceful reality check, and there may well be tears before bedtime.
They must also be careful not to try the patience of British public, already near its limits. As any 12-year old child should merit, Prince Harry enjoyed great sympathy when his mother was killed in a car crash in Paris in 1997 with her delinquent boyfriend.
But he is no longer a 12-year old child even if, in the eyes of some who have had to handle him, he occasionally behaves like one. Unlike the rest of his family – who cheerfully manage their accident of birth – he refuses to do so, except when it suits him: a cast of mind his wife actively encourages.
It is useful, for example, to have a family that can provide a marital home amidst some of the finest real estate in England, a father who out of his considerable income can furnish the means for long holidays in Canada, and generous friends who will wheel out the private jet.
Going with the royal status that brings such perks are, as with any job, pressures. They include scrutiny by the press, which the Sussexes find objectionable unless on their terms, such as when the media highlight one of the excellent charitable ventures they patronise. The Duke says that every time a flashbulb goes off he thinks of the death of his mother.
That is unfortunate; but he either forgets, or does not know of, the lengths to which she went to cultivate and manipulate the press after her marriage failed, in seeking to punish her adulterous husband and, incidentally, his family, by contrasting her saintly public image with his tarnished one. The flashbulbs that fired, and which the Duke finds so distressing, often did so at his late mother's invitation or with her connivance. Like her younger son, she was better at plotting wheezes than grasping their consequences.
The Duke, whose ethic of service as a soldier was rightly praised, but whom no-one ever accused of being Oxbridge material, appears not to have thought through what this proposed change in life will mean to him, his wife and child, his father and grandmother, or to the monarchy to which, in his Wednesday statement, he thrice pledged loyalty. The issues are, as one courtier observed, "complex", and the complexities have manifestly been too much for the Sussexes to compute, and possibly to handle.
The Duke had no say in his accident of birth. It is right that he should be allowed to choose, now he is in his thirties, whether he continues to do the work, and live the life, associated with it. However, he must recognise that the two are so linked that if one goes, so will the other.
Also, he must realise that one is either among those who do royal duties, and all that that entails (and one thing it entails is media attention) or one is not; if he wants his father's cash, it seems, he has to decide to do the job that money subsidises. It was evident after the announcement that the public – on whose consent the monarchy relies – were deeply divided over whether the Sussexes' behaviour was justifiable. They need to brace themselves for a haemorrhage of support from a public that tends to dislike those who want to have their cake and eat it.
Perhaps it has gone to the Sussexes' head that many media outlets covering their activities do so under the heading of 'showbiz' as much as under 'news'. As a resting actress, the Duchess might think that appropriate; but it also raises the question of how far the celebrity status they have acquired, contingent not on her career but on his birth into the most famous royal family on the planet, will be sustainable once they have opted out of 'The Firm'.
They may find their currency weakened; and if relying, Kardashian-like, on the Mountbatten-Windsor brand to make a living, they will find problems there, too. Any attempt to exploit the family connection to earn a living risks looking grubby, and besmirching 'The Firm's' reputation. One thing concerning the court – some of whom would dearly like to be shot of the Sussexes altogether – is that even if they try to remove themselves from the control of courtiers, courtiers will still have to police their actions to try to keep the monarchy's reputation intact during this bizarre attempt to be "progressive".
When Edward VIII was Duke of Windsor he gave similar headaches to his brother, King George VI, and then his niece, our Queen. He and his American wife went their own way, but any ill-judged activity (such as visiting Hitler before the war, or making a goodwill visit to Washington in war-time with so much luggage that the British embassy had to hire a truck to move it) reflected badly on the whole idea of royalty. Those charged with protecting the reputation of the throne may, on that precedent, have their work cut out.
That this has been allowed to happen reflects the overstretch of the Royal family. It will now be made worse by the Sussexes' detachment, coming hard on the heels of the Duke of York's disgrace. The Duke of Edinburgh, retired and in his 99th year, would even a decade ago probably have impressed his feelings on his grandson in a way that would have rattled the windows.
The Prince of Wales, in being by-passed in this way, is said to be bemused and exasperated. His own generational planning for the future of the family will now have to be re-calibrated. And given the unequivocal way he welcomed the Duchess to his family – even offering to give her away in the absence of her own father – he will, friends say, be feeling particularly kicked in the teeth by her and his son's cavalier behaviour.
Maintaining the stability of the family may now be down to three women: the Queen herself, for whom this is yet another crisis made elsewhere in her family that requires her to steady the ship; the Duchess of Cornwall, who in her time has endured more obloquy than the Duchess of Sussex could ever imagine, and yet has just got on with her duty, winning huge respect in the process, and who must now be an even greater support to her husband.
Likewise, the Duchess of Cambridge, who does not put the proverbial foot wrong and who, unlike her sister-in-law, has accepted that in marrying into 'The Firm', it was not her place to change how it operates in order to suit her. She has the potential to be a massively popular Queen Consort when her time comes, but before then must use her level-headedness not just to shore up her husband, but to ensure that their children, one of whom is also a future monarch, will be at ease with themselves, unselfish, and glad to play their part in the institution.
The Sussexes, in treating their royal roles as a dispensable day-job, have done what Walter Bagehot, the 19th century journalist who defined constitutional monarchy, warned ought never to happen: they have "let daylight in upon the magic". It is up to those not throwing in the towel to see that the magic is restored; ensuring they do no more to upset that process is the most useful way the Sussexes can show their much-vaunted loyalty.