Guys as far up the social hierarchy as him do not think or act like we do. He's a member of a royal family residing in a country that is still within his family's dominion. When he's done with his wife, she'll be cast aside like all the rest of the delusional women who married into the Windsor/Hanoverian family as in the past.

He's clearly pulled an Edward VIII manuever. I couldn't begin to imagine what horrific things his kin have done that they don't want to be prosecuted for. His brother will make sure he's taken care of as long as Harry's aware of information tied to their kinds criminal involvements.