She is his heir
Of course she is going to have similar parts of her upbringing to him in some ways. The speech about duty of course. Unless he some how convinced the government to make a nephew or niece heir, and let his daughter be private, he cant protect her from that life. That is a reality for his daughters.
What he can and what he Obviously meant....he wants them to have as normal a childhood as possible. He doesn't want their entire childhood to be about duty and lived out in the public spotlight. He obviously felt that he had too much media attention growing up.
I notice the people who bellyache about Felipe and Letizia, have no issue with the Cambridges doing the same thing. An appearance on the balcony at Trooping, and heavily staged birthday photoraphs? How dare one complain we don't get more then that. That is more then enough. But the Spanish royal children should have their private lives filmed, so they look real to the people
Each family decides how much their kids are shown to the public. One big difference with Letizia and Felipe we don't really see them at events that are child appropriate. We see the Danish kids when they go to events like LEGOLAND or they see horses, things kids would enjoy.