Well. Harry did say he left the UK in order to protect his son. Supposedly from facing a childhood such as he had. Kind of ironic.
Oh, the horror of poor Harry’s childhood! Just what was so bad, that he grew up rich and privileged? Or that, like millions of others, his parents divorced and then he lost his mother at an early age? My guess is that Harry is hinting that Meghan threatened divorce if she did not get her way.