Because Prince Charles was - and still is - the Prince of Wales
when she married him.
Her name was never Princess Diana. He correct title was Diana,
Princess of Wales.
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Diana, Princess of Wales, was divorced from Prince Charles, the Prince of Wales, in 1996.
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If you mean Diana, the Princess of Wales. She is dead.
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Diana became HRH Princess of Wales when she married Prince
Charles on July 29th, 1981. After the divorce in 1996 she had to
give up the HRH (Her Royal Highness) and became Diana, Princess of
Wales. She was never officially called Princess Diana.