Simple, because Harry has no chance of ever ascending the throne. William is next after Charles, and now he has three heirs of his own. It would have to be a pretty major tragedy for all four of them to be killed together, and Im certain Royal Family has policies in place to prevent that.
Lastly, if it ever came to that, news would come out that Harry is not actually Charles offspring, but rather the child of that soccer player that Diana had an affair with.
This entire marriage gives the Royal Family cover that they are modern and progressive without having to take any risk in the effort.
For some unknowable reason, Harry is her favorite grandchild. It really beggars understanding.