Harry is caught between two worlds, and he must straddle both for the rest of his life. He will never be fully in one or the other and must work out for himself how to strike a workable balance, being one of his fellow officers but somehow maintaining the distance that is necessary since, as Incas observed, he is expected to set an example.
Unlike William, he hasn't had an ultimate job marked out for him since birth and has a swarm of protectors watching over every aspect of his life; I suspect the plans for his coronation have already been finalised and filed in the cabinet that contains the plans for HM's funeral, Charles' coronation & funeral, etc. Yet, until his brother has at least one legitimate child, there is always the possibility that the full burden will fall on Harry. When William has an heir or two, that pressure will be off Harry but he will still unable to live the life of an ordinary person.
Andrew's situation is analogous, but Harry was born into a more egalitarian society, and a more demanding and intrusive and less forgiving one which is less in awe of its Royals and requires them to be more accountable than they were even 25 years ago. The miracles of modern technology enable the whole world not only to be instantly kept informed of his daily activities, but also to witness him making his mistakes years after he makes them.
And he is one of the sons of The People's Princess, a legacy which, I think, carries with it extra burdens and expectations.
I don't envy Harry, but I like him and therefore I am prepared to forgive him quite a bit.