I wouldn't actually know - none of us would - but I suspect that most celebrities don't spend every breakfast worrying about that day's headlines. Maybe politicians do, because their careers depend on it, but not Hollywood types. Just because you're famous doesn't mean you have to obsess over media coverage. That doesn't mean they're happy about it, but I don't think it's possible to spend decades in the public eye without developing a thicker skin than that.
What's more, most of Meghan's stressors are self-inflicted at this point. They had more than enough money to quiet, luxurious, peaceful life had they chosen to go that route, and the media would have forgotten about them soon enough. Very few people have that as an option. But for whatever reason, no matter how much they complain about the downsides of the celebrity lifestyle, they just can't walk away from it.