Why do people feel sorry for them? The media often refer to them as "the girls," as though they are still young children who don't know any better. It's similar to how Harry is endlessly portrayed as the boy who walked behind his mother's coffin, despite the fact that he is now a grown man responsible for his own choices.
Beatrice and Eugenie are adults. Beatrice was reportedly heavily involved in arranging her father's Newsnight interview. Both sisters visited Jeffrey Epstein after he had already been convicted and released from prison, when they were adults. They have also faced criticism over accepting money/gifts and maintaining relationships with questionable individuals.
They also frequently use their Princess titles while carrying out private business activities, particularly in the Middle East, and continue to benefit from living in royal residences without paying a penny.
At some point, people have to be judged on their own actions rather than being treated as perpetual victims of their parents' behaviour. You can acknowledge that Andrew's scandal cast a shadow over them while also recognising that they are responsible for the decisions they make as adults.
I can only speak for myself but I feel sorry for them because I grew up with a girl who was in a similar situation to them.
Her family was very wealthy and her parents were "pillars of the community" until they weren't. The mum and dad controlled everything about what she and her brother did, it was all about maintaining an image; from the way they dressed to who they were friends with, hobbies they had etc.
When she was late teens/early twenties stuff started coming out about people around the parents and what they were getting up to, mainly that they were crooks and were defrauding people. She and her brother were still forced to attend events by her parents because they controlled the money and they needed their cash for uni. They threatened to cut both of them off if they didn't comply.
To cut a very long story short, her parents were found to be stealing from their church and she and her brother ended up getting tarred with the same brush by some parts of the community.
Both children were absolutely lovely, were thoroughly ashamed of what their parents did and had nothing whatsoever to do with their schemes. Everyone that knew them tried to make it clear that there was no way they were involved but some people wouldn't listen and hounded them. It made both of their lives hell for a long time and the end they both had to leave to get any normal life.
I just see the parallels with what Beatrice and Eugenie are going through, although they're on a much wider stage and much more in the public eye.