Having a life that includes financial stability and security is a plus. But, being the subject of lies, plots, harassment by paparazzi and gossip media, unwarranted public ridicule, should give one pause.
Private security is not fail safe and they don't protect the royals from being photographed or have stories made up and published about them---and having gullible people believe these lies are facts.
Not all royals live the lives that the official royals seem to live. Not all royals live in what one typically thinks of as palaces. For instance, Kensington Palace is a block of apartments. Buckingham Palace has apartments ,offices, official spaces for meetings. Some royals have luxurious tastes, while others live more simply, have jobs that are not connected to the monarchy.
Every occasion is not pomp and circumstance, fun and entertaining. Official working royals need to appear to be interested even when they are bored, and many meetings they take can be "sheer slog" as the late Diana, Princess of Wales once said.
Those royals who do have servants must worry about the workers' discretion--will these people be honorable and keep confidences, or will they talk to the gossip press and help make up stories? Many rumors may start out with a tiny bit of truth, but blossom into a full-blown lie--some "sources" may work in the royal offices or residences, hear a tiny bit of a story, tell a reporter, be paid for this transgression, and the reporter fills out a report with made-up filler.
The working royals are not free to do whatever they please. There are trade-offs. Perhaps you could just ask if people wished they were members of private, rich families who don't have the constraints of royal duties, expectations. Private families are free to do what they want to do without having media interest.