For one thing, they've grown up inside a closed circle of family, friends, organizations, etc, all around the same level of wealth and resources. So they have very little idea of how the rest of the world functions on a day to day basis. They also have very little idea of how to do things independently, or even how regular people behave toward each other.
There's also practical issues. Royals generally have security, which might be hard to accommodate in a lot of workplaces. The media attention that goes along with having a Royal as an employee (think of when Diana was working at a childcare while dating Charles) could also be hugely disruptive.