This is all conjecture but its to do with a level of detachment from public opinion, I think the Cambridges don't read what is written about them, don't do social media and have friends who are incredibly discreet both to them and about them.
I can imagine Jessica Mulroney saying "Meghan did you see what they're saying about you today?" but I can't see Pippa saying the same. If I was in the public eye as much as they were I don't think I could stop myself reading the papers and social media to see what people were saying and I would be massively upset if it wasn't positive.
I think if you get bogged down into whether life is fair or media coverage is fair or whatever you're bound to be upset and thats bound to transfer into home life. I remember a cousin of mine was involved in a legal case (civil not criminal) that was reported in the papers, I had been at court to support her so I knew all the fact of the case and what was said in court. It was reported in 2 papers and I felt so annoyed, nothing they reported was incorrect but I felt like the tone and the spin was all wrong, her name wasn't published so the reporting of it didn't effect her reputation and no one outside the court knew it was about her but I still felt aggrieved on her behalf, I can't imagine it on the scale that the RF deals with it.
Its probably impossible for them to avoid all coverage about them but I think they just need to develop a tough skin about it (I realise thats the opposite of what they want to do). I remember reading a story about JK Rowling who said during the height of Harry Potter mania she stopped reading the papers because there were so many stories about her but that she made an exception during Wimbledon to read the sports pages because shes a big fan and lo and behold the article she read referenced one of the Williams hitting a tennis ball like a bludger.
I think at the level of fame they're at you can't get away from it fully but you can do your best to minimise your exposure and let coverage that you don't feel is accurate or fair just wash over you.
The part of the interview that made me chuckle was Meghan pretending that the US press isn't just as bad or worse than the UK tabs. She literally said something like "we don't have that here." Please. The UK libel laws are far more strict than the US laws. That's why so many US celebs file suit in the UK, but not here. And she very well knows it since she herself is a actress and has many extremely high profile British and US friends who are in the media constantly. She lost any benefit of the doubt I might have given her on authenticity with that one.