This is because the titles were granted to them by Queen Elizabeth II and Charles would not want to take away a gift that the late Queen had given her grandchild.
Harrold also mentioned that in the past, kings and queens would strip royal titles for treason to the crown, but there is no justified reason for Charles to take away Harry's Duke of Sussex title at this time.
Harrold added that Charles is in a difficult position with Harry, as he will face criticism whether he decides to strip Harry's title or not. However, the insider believes that the titles of the Duke and Duchess of Sussex will remain with Harry and Meghan.
Recently, Prince Harry attended King Charles's Coronation on his own, while Meghan Markle chose to stay in California with their children, Prince Archie and Princess Lilibet.