He has stated that he wants to be treated as any other soldier, and as far as I know, Prince Andrew went to war under the same conditions. Watching the Falklands footage, I don't think it was obvious which helicopter Prince Andrew was actually flying, although I suppose if he'd be captured, it would have been pretty obvious who he was.
Harry's status does make him and his unit somewhat conspicuous, I suppose. But on the other hand, people join armies to fight wars. Being killed is an occupational hazard. I don't see why he should get out of it. Joining up was his own choice, and if he's going to do the job then he should do it properly or get out.