"We want privacy. We want privacy"!!!And the Duke and Meghan can't sue in the U.S. because they are public figures and because South Park is an equal opportunity parody show.
Therefore, the United States Supreme Court does not allow for recovery for parody or satire under a libel or slander claim unless the alleged victim can prove actual malice in the publication. Some court cases have made distinctions between satire and parody, sometimes providing a greater degree of protection for the latter. Source
Plus they were never mentioned by name, their titles were “The Prince and Princess of Canada”, so they weren’t even British. They had the typical Canadian flapping heads.