Do they? They definitely don't have publicly funded security unless they're performing royal duties, except for the King & Queen and the Wales family. They may have private security, but I doubt, unless they're as full of themselves as Andrew, that it's 24/7. My impression is that most of them go about their lives with little fuss and not a lot of security apparatus, not at all dissimilar to most Hollywood celebrities.
We don't hear stories about the Kent or Gloucester cousins having airs or being unable to hold down a job; same with Princess Margaret's descendants. And, as far as I can tell, Princess Anne's children seem to have their heads screwed on straight with regard to a decent work ethic & good financial management. Prince Edward's kids are still in school but they both look to be pretty sensible and prefer keeping out of the spotlight.
The real issue is with the Yorks - and, in all likelihood, down the line, the Sussexes. Both are entitled, arrogant, over-indulged men who married women who were just as narcissistic as they were & it's been a recipe for disaster, especially for Andrew because it's becoming quite clear that neither of his parents ever held him accountable for any misbehavior or held him to a high standard regarding his associates & financial dealings during the 66 years he's been on this earth.