According to the DM, (yes, I know) Harry carries a lot of 'emotional baggage' and is 'sensitive' about his mother's death. He and his brother have never discussed it fully in public for fear of hurting or upsetting their father and Camilla. (Perhaps there is a tiny grain of truth in that?) Also, Harry would get angry about it sometimes when he was younger, according to this article, because he felt his and William's grief was 'commandeered' by the public.
Prince Harry kept his grief about Diana locked up out of fear of upsetting Camilla | Daily Mail Online
Prince Harry kept his grief about Diana locked up out of fear of upsetting Camilla | Daily Mail Online