I think Harry sees the media version of himself and knows it is not real, and it is a persona he doesn't like very much.
His response is to try and put the 'true' version across by these interviews, which he hopes will show people the person he is.
Harry's problem is, he has not yet grasped that this is not how the media operates, and this is a battle he will never ever win.
By attempting to put himself across honestly, he simply gives the media more ammunition for its campaign of hostility.
Harry is far to guiless to appreciate that his honesty will always be twisted by the media to suit its own message - the message that its readers want to read.
If he were advised properly, he would hear that the media will always present a false image of who he is, and he should simply ignore it, accept that it is unreal, and more importantly, that he can ever alter it.
The result of that is that he simply stays quiet, the fortunate byproduct of that change of behaviour will mean that the criticism of him - that he craves privacy but chases public approval, will disappear.
Sadly, that advice is either not being offered, or if it is, it is being ignored, and this situation will run and run.