The thing is, the women didn't buy it, because they were adults with functioning brains. Contestant Kimberly Birch told Splinter that once producers found out the jig was up, they resorted to some fairly psychotic gaslighting tactics. These included demanding the women only look forward while walking down the street (because for some reason they "had" to walk past gift shops with royal merch?) and having them go to a "therapist" who was really an unlicensed rando hired to plant doubt in their minds.
They'd even position people outside the women's rooms at night to (stage) whisper: "You have to get him back to Buckingham Palace. The royal family's very upset. They're not happy about the show. It's this new thing they've never done before, and they're trying to be up and up with social media, and the way that the world is." All very natural-sounding dialogue for a production team to have right outside a contestant's bedroom.
The Harry stand-in, Matthew Hicks, went on to reprise his role in a Schweppes commercial that the real Prince Harry would probably see as a pretty uncomfortable ode to his party days. However, in the commercial, Hicks is much more convincing than he ever was on I Want To Marry Harry, probably because he doesn't speak, the edits happen quickly, and he's often shot from odd angles. He was also offered the role of Harry in a Lifetime movie, but declined for unknown yet probably totally logical reasons. Anyway, the show lasted four episodes. Seems about right.