Don't be surprised as this is true and not the first case in the royal family. Even, Queen Elizabeth II got married to her second cousin, Prince Philip. And even Prince William and Kate Middleton so how are the Duchess of Duke of Sussex related?
Despite growing apart from each other in two different countries, the two are in fact, distant cousins. Queen Elizabeth and Thomas Markle's ancestor, Ralph Bowes is Meghan Markle's great, great, great, great, great, great, great, great, great, great, great, great, great, great grandfather. Bowes was the High Sheriff of County Durham and his family was put in Steatlam castle in England's North East region. As per reports, Bowes's grandson, Christopher Hussey, moved to America in 1632 and established there.
Hussey founded Nantucket, Massachusetts. His great-grandson, Sir Georges Bowes worked in parliament during King Charle II's reign and is a distant grandparent of Elizabeth Bowes Lyon, the Queen mother. When Elizabeth Bowes Lyon married King George VI, she linked the royal family to the Bowes family. Thereby making the Duke and Duchess of Sussex related.
As was mentioned before, Mehan and Harry are not the only relatives who are married in the royal family. Prince William and Kate Middleton are the 11th cousins who were removed. Their shared ancestors are Sir William Blakiston, a Baronet.
Even Camilla Parker and Prince Charles are also related. Their shared ancestry goes back to the 17th century. And Camilla's great grandmother was Prince Charles's great grandfather, King Edward VII's mistress.