Because he's not English but a deposed Dane that fled to Greece, hence people referring to him as Phil the Wog. He is Queen Consort and Duke of the realm.
Elizabeth II is not even a Windsor, that is the title from her uncle who abdicated the throne for an American divorcee, Wallis Simpson. Hence her father George VI (Albert Frederick Arthur George 'Saxe-Coburg and Gotha ;' then 'Windsor' Duek of York (Windsor from his older brothers title), took the throne until his early death.
Royal Family Tree (dianalegacy.com)
Prince Philip Family Tree (cdn.images.express.co.uk)
HRM Elizabeth II, three generations (i.pinimg.com) All siblings have their surname as Mountbatten-Windsor except Charles as he heir apparent.
e.g. Earl of Wessex, the Queens youngest is really called Edward Antony Richard Louis Mountbatten-Windsor
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