I think being a younger child of a reigning monarch is an upbringing particularly vulnerable to a certain sort of weird, potentially unhealthy attitude towards life. The eldest child, or eldest son, in a royal family is immensely privileged but also generally brought up knowing they have a purpose and responsibilities to their country and the rest of their family. The heir has something to work for. What about the rest of the children, though? It's fine to tell them they have responsibilities, too, but the harsh reality is, as time goes on, they become less and less vital to the institution that's been so central to their lives.
And I mean, really, why would someone like Christina question where the money's coming from? Do you think she was taught to question why her family lived in luxurious surroundings, went to the best schools, had the best vacations, despite their relative lack of personal wealth? She didn't have to do anything to get all that, she got it just because of who she WAS, or more to the point, who her father was. And that's great, but there's a reason younger siblings in these families historically tended to marry other royals or to marry money - that's how you keep your lifestyle as an adult, (I'm going to guess that working 90 hours a week at a bank to earn that lifestyle for themselves was not presented as a serious option for the Spanish infantas).