But a chance for the pair to enjoy each other's company arrived this week during their trip to Vietnam, and they made the most of it.
Tasmanian-born Mary and the Danish crown prince seemed lost in their own little world – gazing into each other's eyes and laughing - as they attended a rock concert in Hue, south of Hanoi.
While the couple accompany Frederik's father Henrik on his emotional return to the country where he grew up, they can feel safe in the knowledge that their children are in good hands.
Princess Isabella and Prince Christian are currently being looked after by their maternal grandfather John Donaldson back in Denmark.
As well as taking in some tunes on their trip, there was also a chance for the royal couple to experience what the locals have been dealing with for some time - torrential downpours.
The heavens opened while the pair, along with Henrik and Queen Margrethe, were touring the Tomb of Minh Mang.
But the royal foursome took it in their stride, pulling on raincoats to shield them from the rain. And the prince consort couldn't resist doing an impromptu rain-dance, much to the amusement of their hosts.