Because if they were kindnapped or injured/killed it would be an international incident. Our government won’t take that chance because of our relationship with GB.
I agree we ought not be responsible, but we will be for a portion. We do not let foreign security operate independently on our soil nor should we. The British Secret Service will need oversight and assistance.
Harry and Meg come to NY, their security have to discuss with NY agencies how they get from point A to point B and other details of their trip. They are not going to visit NY like regular folks, that would put them at risk. We will have to be involved. Who pays? They should but will they?