It is part of a feeling alike: "Girl, no need to stick up your perfectioned nose in the air, do not even pretend to be Queen, we all saw you presenting the news on TVE".
It seems Queen Beatrix or Queen Margrethe encouraged their sons to find foreign partners (not necessarily noble at all) so that no one can claim they have had the Queen's family as neighbour or the Queen herself as classmate. Some distance was needed. And see: Argentina, Hong Kong, Australia, France.
Doña Letizia is the total other side of this spectrum: not only is she a Spaniard, she came into EVERY Spanish house, day after day, presenting the news. And suddenly that face every Spaniard knows became the Princess of Asturias and is now Queen.
A part of the comments toward Letizia derives from that. It would be the same as if BBC-anchors like Fiona Bruce or Emily Maitlis are now the future Queen of the United Kingdom. It was easier if Don Felipe married an unknown Spanish lady, or even better, an unknown foreign Spanish-speaking lady.