She did want Windsor Castle.She was fully expecting to be allowed to live in Windsor Castle and that her address would be an actual castle and visiting Hollywood detritus would be entertained in rooms awash with suits of armour and Holbien paintings over massive fireplaces, but she shot herself in the bunions by declaring her intense need for privacy. Brenda basically said "Oh honeychild, you would never have privacy at the castle. It has too many entrances and exits and is full of old retainers and lots of random minor aging royals. Not to mention the tourists who swarm over it all the time taking pictures. Privacy is impossible there, but I have a perfectly private little gaff nearby called Frogmore Cottage that should suit your needs."
After smeggy had finished choking on her avocado toast at being expected to live in a "cottage" she tried another tack. They went and looked at Froggy and smeggy declared it too small and not to her taste internally anyway, so Brenda again called her bluff said "OK kids, we'll knock some walls down, extend it into the servant's cottages to make it huge and you can redesign the interior to your taste".
Checkmate. They forgot that the Queen is the most powerful piece in the game.
So they wasted our money doing that then fucked off to Canada anyway.