Instead, the couple and their son Archie are reportedly staying in the US for the Christmas period with music producer David Foster and his wife Katharine McPhee, who went to school with Meghan in LA.
"My husband has a really, really beautiful relationship with Harry," Katharine told Access Hollywood in May.
"They're like, they're so cute. They're like father and son.
"We just stay in touch with them. But mostly, Meghan and I knew each other from childhood, but really Harry and my husband are friends. It's really nice."
According to royal biographer Robert Lacey, Harry and William's feud will have a huge impact on the future of the British monarchy.
"If this breach between the brothers is not healed in some way, it will come to stand with the abdication crisis and the death of Diana as one of the traumas that changed the monarchy," he told the Daily Mail.
The royal expert, whose upcoming book Battle of Brothers: William and Harry – The Inside Story of a Family in Tumult will address the rift, also spoke of Meghan as the one "self-made millionaire in the Royal Family."
"If they had sat down with her at the start and said, 'Let’s talk about the things you are interested in', things might have been different....She was never going to be a routine royal."
The Christmas revelation follows reports that 99-year-old Prince Philip is "very disappointed" with Meghan and how she isn't helping Harry and the monarchy.
"I think he's very, very disappointed because I think he feels he gave up his naval career in order to stand by the Queen and help the monarchy," editor of Majesty magazine Ingrid Seward explained.
"And why can't Meghan just give up her acting career, support her husband and support the monarchy? As he used to say to Diana, this is not a popularity contest, this is all of us working together."
She added: "He just cannot understand why she couldn't support Harry and help him rather than wanting to have her voice."