They actually broke up for a time, probably partly because she had to weigh her love for him vs. becoming a Royal and giving up a lot of private life.
As for the Princesses, likely they are more remote from the main line of the family and able to live more privately. The children of the Queen's cousins, for example, do not have titles and work at regular jobs (though well-paid ).
And despite the (again) inevitable comparisons to Diana, the reality is that Kate is coming from a much better place. She has a stable, close family to fall back on, which Diana did not. She's 29 to Diana's 19, marrying a man the same age with a long relationship
behind them and friends and interests in common, not someone much older who is marrying a "suitable young woman". Also, the press' treatment of Diana was uncommon for a member of the Royal family and she wasn't really able to prepare. Kate grew up watching it and knows what to expect.
I do feel for her sister Pippa though. Agreeing to be your sister's Maid of Honor (or UK equivalent) should not open one up to global commentary on one's rear end followed by rampant speculation about the Best Man.