It's the same as the Duchess of Cambridge being referred to as Kate Middleton, which still happens almost 9 years after she got married
Markle is her maiden name. Since getting married she is titled Meghan, Duchess of Sussex.
I heard someone on radio during the weekend refer to Prince Henry's (
) mother as Lady Di. It's only been 38½ years since she was last that prior to her marriage.
Calling her 'Lady Di' is no less correct than calling her 'Princess Diana', a title she never held - as she constantly reminded the media.
Diana was either 'The Princess of Wales' (or Princess Charles - which was never used), then after her divorce 'Diana, Princess of Wales', which was less stuffy than the more formal 'Dowager Princess of Wales'.
Meghan is 'The Duchess of Sussex'. Referring to her as 'Meghan, Duchess of Sussex' is a form of address following a divorce (as with Diana) or death of her husband. This is to differentiate her from any future wife of Harry (or wife of his son) who would hold the title 'The Duchess of Sussex'.