Prince Harry and Meghan Markle say all they want is their privacy, but they reportedly chose to have photogs snap their photos before the now infamous “chase” in NYC.

Sources tell the NY Post … Harry and Meghan elected to stroll out in front of a throng of shutterbugs to get their pictures taken after they attended Tuesday night’s awards ceremony at the Ziegfeld Theater in Manhattan.

The Post noted the couple made the decision despite having one of Barack Obama‘s former secret service agents on their security team. Chris Sanchez is the security dude’s name and he’s known as the “king of the back exits” … because he’s so good at keeping celebs under the paparazzi’s radar.

After getting their fill of the cameras, Harry and Meghan jumped inside a waiting SUV with Sanchez and took off.

The Post quotes a source as saying, “Harry and Meghan were willing to give everyone those shots when they left the event, that was not the problem, but they were tailed from that point on.”

Their rep, Ashley Hansen, gushed over the photos, telling the New York Times, “They were some of the most beautiful images of the evening.”

This is just the latest example of Harry and Meghan wanting it both ways … soaking up the limelight while demanding privacy … at least that’s the rap.

Following their photo op outside the Ziegfeld, we all know what happened then … the paparazzi pursued Harry and Meghan through the streets of Manhattan in what the couple called a “near catastrophic car chase.”