The former His Royal Highness didn’t:
Prince Harry and Meghan Markle will no longer use HRH titles, will REPAY £2.4million of public cash spent on their Frogmore Cottage home and receive no more public cash.
Notice how behavioral patterns trumped situational status here.
UPDATE: Apparently reports that they will not be using HRH titles are not correct, as Meghan Markle has already sent out a tweet using it.