I agree with you it is sad, but I also happen to think it has a great deal to do with the fact that Harry is attempting to lead as normal a life as possible and it just so happens young people go to clubs. If I am allowed a comparison it would be this. William also used to be papped a lot looking the worse for wear, but then it stopped and I happen to think that has more to do with him going underground so to speak. Whereas Harry appears to have taken the view, "to hell with the paps.....I refuse to let them stop me from living my life." Although having said that about Harry, I happen to think that he too is also retreating underground. Consider this, when was the last time we saw Harry papped with a girlfriend. We aren't even sure who his girlfriend is these days.
Yet there is a vast difference to how Harry is living now and how he used to live. I recall a time when we were guaranteed a topic of Harry exiting a nightclub every weekend. Not anymore.