As far as I know he voulenteerly joined the army, he has expressed a wish for a career and to take part in conflicts - like Iraq. Of course he wouldn't like it if he was told not to. The bonds you create with your troop friends are quite strong, and I very much doubt that Prince Harry would like to be put in a situations where he might be seen upon as more valuable or more special than the others.

So I don't think it's wrong that he would be dissappointed. Iraq and other conflicts are the excact reasons these persons join the army, you know. It's their work and duty. It's like fire fighters! They become fire fighters to fight fires, not to be afraid of them and/or try to sneak away if a fire would occur...