I don't understand what it is that's getting under some people's skin.
Meghan is American so she's having a baby shower thrown by her friends. I doubt most British people will get their knickers in a twist about a private event that's culturally American. We've managed to cope with all the German traditions introduced by the Hanovers & Saxe-Coburgs so a baby shower is peanuts (& people have started having them here too).
It's in NYC - well so what? Most of her friends are on that side of the pond so she's on a short visit. Do people expect her never to visit them? Of course they don't. Loads of Brits visit the US for holidays, party weekends, Disney trips etc. It's not the moon!
It's in a swanky hotel. Well of course it is because her friends can afford it. Did anyone expect McDonalds? I don't think so. Brits are used to seeing our royal family hold private celebrations at top London hotels. Guests are seen arriving in designer clothes while carrying expensively gift-wrapped presents. No one faints with shock when this happens. We also hold celebrations in hotels ourselves, according to our own budgets. Not everything in the UK happens down the pub or in the village hall. We can cope with swanky for special days.
So I hope she's having a great time with her friends. It's the quality of those friendships that will mean most to her now & for the years ahead.