Royal expert Katie Nicholl isn’t surprised that Prince Harry and Meghan Markle are breaking tradition as parents.

Kensington Palace recently announced the former American actress, 37, and the British royal, 34, are planning to keep the birth of their firstborn private.

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“The Duke and Duchess of Sussex are very grateful for the goodwill they have received from people throughout the United Kingdom and around the world as they prepare to welcome their baby,” the palace said in a statement.

Meghan Markle and Prince Harry have received hundreds of gifts.

Meghan Markle and Prince Harry have received hundreds of gifts. (Getty Images)

“Their Royal Highnesses have taken a personal decision to keep the plans around the arrival of their baby private. The Duke and Duchess look forward to sharing the exciting news with everyone once they have had an opportunity to celebrate privately as a new family.”

Nicholl, a royal correspondent for Vanity Fair, recently published “Harry and Meghan: Life, Loss, and Love,” which presents an in-depth look at the couple and how their high-profile romance is forever changing the monarchy. It features interviews with friends close to the couple, those who have worked with Harry, as well as palace aides, among others.

“It doesn’t surprise me their plans are very different from the Duchess of Cambridge [Kate Middleton] or even his mother, Princess Diana,” Nicholl told Fox News. “The couple has been doing things very differently, so it’s to be expected we’re not going to get the same carefully stage-managed pictures of the new threesome outside the hospital.”

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Britain's Prince William and Kate, Duchess of Cambridge with their children Prince George, right, Princess Charlotte, center, and Prince Louis.

Britain's Prince William and Kate, Duchess of Cambridge with their children Prince George, right, Princess Charlotte, center, and Prince Louis. (Matt Porteous/Kensington Palace via AP)

It’s a big change from how Prince William and his wife Middleton handled the births of their three children, Prince George, Princess Charlotte and Prince Louis.

After each delivery, Middleton, 37, posed and waved with their newborn outside of the famous Lindo Wing at St. Mary’s Hospital in Paddington, London.

Town & Country previously reported Princess Anne gave birth to both of her children Peter and Zara Phillips there. Diana also used the Lindo Wing for the birth of Prince William, making him the first heir apparent to be born in a hospital while all of Queen Elizabeth II’s children were born at Buckingham Palace. Diana returned to Lindon to welcome Harry.

Middleton’s sister, Pippa Middleton, also selected the Lindo Wing for the birth of her first child.

While previous reports speculated that Markle wanted to avoid the highly publicized royal baby reveals, Nicholl said it was Harry who might have come up with the idea.

This is a 1984 file photo shows Britain's Princess Diana with sons Prince William, foreground, and Prince Harry. Long dismissed as a party boy, Prince Harry has transformed himself in the public eye and enjoys widespread popularity as he prepares to marry Meghan Markle on May 19, 2018. Harry has become a forceful advocate for veterans and won admiration by speaking openly about his struggle with the pain caused by the early death of his mother, Princess Diana. (AP Photo, file)

This is a 1984 file photo shows Britain's Princess Diana with sons Prince William, foreground, and Prince Harry. (AP Photo)

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“Harry is quite a different character than his brother,” she explained. “He is incredibly protective of Meghan. I think he’s going to be even more protective of their first-born. He’s wary of the media. And it’s no secret that he doesn’t like being in the spotlight all the time as a royal.”

Nicholl shared she believed Harry was also the mastermind behind the couple’s move from Kensington Palace where his older brother William reside with Middleton, to Frogmore Cottage, a house on the grounds of Windsor Estate.

Markle and Harry married in a chapel on the Windsor Castle grounds in May 2018.

Britain's Prince Harry and Meghan, the Duchess of Sussex, are greeted by Princess Lalla Meryem of Morocco second left and Princess Lalla Hasna of Morocco, at the residence of King Mohammed VI of Morocco, on the third day of their tour of Morocco, in Rabat, Monday, Feb. 25, 2019.

Britain's Prince Harry and Meghan, the Duchess of Sussex, are greeted by Princess Lalla Meryem of Morocco second left and Princess Lalla Hasna of Morocco, at the residence of King Mohammed VI of Morocco, on the third day of their tour of Morocco, in Rabat, Monday, Feb. 25, 2019. (Yui Mok/Pool Photo via AP)

The move means that William and Harry will no longer be living in close proximity to each other now that Harry is starting his own family.

“The couple sees this as their home for life,” said Nicholl. “They love Windsor and what better way to start their family life in Windsor than to have their baby in Windsor?”

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Nicholl said the couple, who already have a short list of baby names under wraps, will also keep mum about the final choice until they’re ready to reveal it to the world.

Meghan Markle LONDON, ENGLAND - DECEMBER 10: Meghan, Duchess of Sussex on stage during The Fashion Awards 2018 In Partnership With Swarovski at Royal Albert Hall on December 10, 2018 in London, England. (Photo by Tristan Fewings/BFC/Getty Images)

Meghan Markle, Duchess of Sussex on stage during The Fashion Awards 2018 In Partnership With Swarovski at Royal Albert Hall on Dec. 10, 2018 in London. (Getty)

“The couple is very good at keeping secrets,” said Nicholl. “We know that because they kept their relationship secret for months before the press found out… I think obviously, there is a lot of speculation that if they have a daughter, they may well call her Diana, and I think that’s there’s every probability that they might do that. Harry adored his mother, everything he’s done in his life as an adult has been to honor her memory and continue her legacy.”

“William honored Diana in Charlotte’s name,” Nicholl continued. “I can absolutely see them going with a family name. However, I don’t think they will stray too far from royal tradition in that regard. There will be several names for their child and those names will likely reflect the family members and the family history, particularly on Harry’s side.”

Markle and Harry are due to welcome their first child sometime this spring.

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Britain's Meghan, Duchess of Sussex, left, presents Angela Midgley with a baby basket as she and Prince Harry officially open Number 7, a 'Feeding Birkenhead' citizens supermarket and community cafe, at Pyramids Shopping Centre, as part of a visit to Birkenhead, northwest England, Monday Jan. 14, 2019. (Anthony Devlin/Pool via AP)

Britain's Meghan, Duchess of Sussex, left, presents Angela Midgley with a baby basket as she and Prince Harry officially open Number 7, a 'Feeding Birkenhead' citizens supermarket and community cafe, at Pyramids Shopping Centre, as part of a visit to Birkenhead, northwest England, Monday Jan. 14, 2019. (Anthony Devlin/Pool via AP)

The Associated Press contributed to this report.