I suspect, although of course it's just a guess, that being a royal "spare" in the "heir and the spare" thing isn't all unicorns and rainbows once you grow up. William and Harry were treated more equally as brothers and princes when they were children. They were second and third in line for the throne respectively, with just Prince Charles above them both. As men, however, with families of their own, Harry was quickly displaced from being 3rd in line for the throne to way down the pecking order. His children would automatically be much farther down than he was, no matter what titles they might have been given.
Family relationships in a royal family would have to feel a little distorted, no matter how "normal" you'd like them to be. If Harry were to stay in the royal family he would someday have to accept that his brother wasn't just his brother. He would be his boss, while Harry would become a fairly unimportant royal. Harry would only have to look at the life of Princess Margaret to get a glimpse of what it might be like to fall to the edges of the royal family. It would be a lifetime of being a career subordinate to his own brother, always having to ask his brother-boss for specific jobs, favors and permission. How many of us would welcome that position, no matter what perks came with the position?
Maybe Harry and Meghan just decided to face reality and make a clean break of it when they were still young enough to have the energy to start new independent lives. I have to say that I am rooting for their happiness. I'd like to hope that someday William and Harry might even benefit from the mutual support that comes from just being loving brothers.