There is a convention that the principal heir should be kept away from real danger. As the 'spare' rather than the heir, Harry is expected by the royal family to take the ultimate military risks.
And what I like about it is it makes me happy and I think it makes a lot of people happy to go to the movies and to not think about the problems of the day or the problems of tomorrow or the yesterday and just go on for the ride and have the fun of losing oneself in a fantasy.