Harry remarked that the "world is a troubled place," adding that it's "being led by some very sick people."

This is likely to be one in a string of events marking their final outings as official royals.

Their plans include starting a new non-profit organization and a refresh of their digital channels.

The couple, who are known in Britain as the Duke and Duchess of Sussex, will no longer seek to trademark the term SussexRoyal because of U.K. rules governing use of the word "royal."

Prince Harry and Meghan Markle announced their plans to step away from their royal duties in January.

The duke and duchess announced their intention of becoming "financially independent" on Wednesday.

The royal couple celebrated their two-year engagement anniversary on Nov. 27.