Is there any evidence that the paparazzi are out there to take pictures of Nicolas and Leonore, or that they even bother about them ? I don't think so.
Releasing photos of your children is a common practice for senior royals, but it is not so common for collateral branches of the current royal families. The Danish royal court releases pictures of Joachim's children, but, elsewhere, we don't get frequent pictures of Constantijn's kids, or Laurent's, or even of Edward's and Sophie's. Granted that Carl Philip and Sofia also release pictures of their son, but at least Carl Philip lives in Sweden and seems to taking up more official royal engagements than his younger sister. The contradiction in my opinion is that the O'Neill family is supposed to be a private family, but Madeleine still wants her children not only to be treated as full members of the Royal House, but also to be public figures in line with their cousins.