Felix and Nikolai apparently decided to forego military service as seems to be the natural path for male royals. They are now, as far as I can see, on the path to successful modeling careers. It seems to me the late Elizabeth II was correct in saying you cannot be half-in and half-out. Therefore, I do not understand why royal offspring want to pursue independent lives and yet hang onto royal titles. Exactly how do they combine their royal rank with being just another employee? Are their peers supposed to bow and call them "Your Royal Highness" , "Sir," or their given names?
An an American, I admit to being a bit baffled by all this. To me, I believe the Sovereign should limit royal rank/titles to those residing in the country and limiting their activities to serving the Crown/country. If they choose independent lives elsewhere then they should be happy to accept lesser titles. I know this sounds simplistic, but I think the granting of titles should not totally rest on lineal descent (a child, grandchild, first cousin or sibling of the monarch) but it should take into consideration those who want to serve the crown and country full-time. Otherwise, there will be princes and princesses populating the globe, but not tethered to an individual Crown. By accepting lesser titles, this gives the royal more latitude in making career/life decisions while shielding the monarchy from any controversy that might arise. I wonder if that is what is driving Queen Margrethe's thinking.