Is there anything sad about being a princess? Not too much, it seems.
By sending slaves and maids, you have no worries about food and clothing, and you don't have to fight for favor and intrigue like concubines in the harem.
However, when Liang Zhan traveled through time and became a good hairpin from Anyang, and became the seventh princess of the Hexia Kingdom... He realized that it was not the case.