I think it's their lives, they should lead it how they want. What they would do there would certainly be admirable. I also understand the inclination of wanting to get away from the hordes of paparazzi, the intense microscope of the British press. They seem to have it as bad or worse than any of the other Royals. And given how Harry's mother died and how old he was when that happened, that adds to understanding why he would want to do that.
That said, it seems there are very few people that the Royals get to be actual people around and not Royals. I think William and Kate and Harry and Meghan are pretty much limited to each other for people they can completely trust and not need to be guarded around, so I think it could be hard on that relationship, and especially hard on William and Kate, who won't get the repreave, who will lose daily contact with the people they most trust and most socialize, and who in the vacuum of Harry and Meghan will have the paparazzi lenses and the British press's microscope that had been on Harry and Megan turned towards them, kind of like the Eye of Sauron. So, basically, it's going to really suck for William and Kate.