It probably all comes down to the Queen of England being quite strict on who receives Orders. It took Sophie 5 years to receive the Family Order over 10 years of marriage to receive the Royal Victorian Order. Camilla, I believe, had the Family Order, but does she have the RVO? I don't think i've ever seen G.C.V.O. after her name? Interestly enough, Sophie received the Royal Victorian Order BEFORE her husband. Edward had, of course, been made a Royal Knight, but he didn't receive his KVO until after Sophie received it.
Camilla does have the Royal Family Order (she received it back in 2007), but doesn't have the Royal Victorian Order. Sophie got hers in 2010.
It does seem odd that European Royal families have never given the British members many orders. I think Philip and Charles have orders from other Royal families, but no one else has. I could be wrong in thinking that. It does make sense that Sophie has never received any as her husband is very far down the succession line, but she has attended pretty much every foreign Royal wedding, has met the Crown Prince and Princesses and is said to be good friends of some of them. (She attended Princess Martha-Louise's birthday as a friend, not representing the British Royal Family.
Actually, quite a few British royals do have foreign orders; all senior ones certainly do. On the other hand, the Earl and Countess of Wessex, who are the most common representatives of the Queen abroad (during royal events) do not have any foreign orders.
Queen Elizabeth has the following orders from current Monarchies:
- Order of Carlos III from Spain (since 1986)
- Order of the Golden Fleece from Spain (since 1988)
- Order of the Elephant from Denmark (since 1947)
- Order of the Seraphim from Sweden (since 1953)
- Order of St. Olav from Norway (since 1955)
- Order of Leopold from Belgium (since 1963)
- Order of the Netherlands Lion from the Netherlands (since 1950)
- Order of the Gold Lion of the House of Nassau from Luxembourg (since 1972)
- Order of the Royal House of Chakri from Thailand (since 1960)
- Order of the Chrysanthemum from Japan (since 1962)
- Order of Hussein ibn' Ali from Jordan (since 1953)
- Order of the Mohammediya from Morocco (since 1980)
- Order of Zayed from UAE (since 2010)
- Order King Abdul Aziz from Saudi Arabia (since 1979)
- Order of al-Khalifa from Bahrain (since 1979)
- Order of Al-Nahayyan from Abu Dhabi (since 1969)
- Order of Mubarak the Great from Kuwait (since 1979)
- Order of Kuwait from Kuwait (since 1995)
- Order of Oman from Oman (since 1979)
- Order of Al Said from Oman (since 1982)
Prince Philip has the following orders from current Monarchies:
- Order of the Elephant from Denmark (since 1947)
- Order of Saint Olav from Norway (since 1952)
- Order of the Seraphim from Sweden (since 1954)
- Order of the Netherlands Lion (since 1958)
- Order of the Golden Ark from the Netherlands (since 1979)
- Order of Leopold from Belgium (since 1963)
- Order of the Chrysanthemum from Japan (since 1971)
- Order of the Gold Lion of the House of Nassau from Luxembourg (since 1972)
- Order of St. Charles from Monaco (since 1951)
- Order of the Mohammediya from Morocco (since 1980)
- Order of Ojaswi Rajanya from Nepal (since 1960)
- Order of Nahdah from Jordan (since 1966)
- Order of Carlos III from Spain (since 1986)
- Order of the Federation from UAE (since 2010)
Prince Charles has the following from current Monarchies:
- Order of the Crown from the Netherlands (since 1972)
- Order of Orange-Nassau from the Netherlands (since 1982)
- Order of the Elephant from Denmark (since 1974)
- Order of the Seraphim from Sweden (since 1975)
- Order of St. Olav from Norway (since 1978)
- Order of the Oak Crown from Luxembourg (since 1972)
- Order of Carlos III from Spain (since 1986)
- Order of the Chrysanthemum from Japan (since 1971)
- Order of Ojaswi Rajanya from Nepal (since 1975)
- Order of al-Khalifa from Bahrain (since 1986)
- Order of Merit from Qatar (since 1986)
- Order of King Abdul Aziz from Saudi Arabia (since 1987)
Order of Mubarak the Great from Kuwait (since 1993)
The Duchess of Cornwall doesn’t have foreign orders as of now.
The Duke and Duchess of Cambridge don’t have foreign orders as of now.
Prince Harry doesn’t have foreign orders as of now.
The Duke of York holds the following honours from current Monarchies:
- Order of St. Olav from Norway (since 1988)
- Order of the Federation from the UAE (since 2010)
Princess Beatrice and Princess Eugenie of York don’t have foreign orders as of now.
The Earl of Wessex, Countess of Wessex, Lady Louise and Viscount Severn don’t have foreign orders as of now.
The Princess Royal holds the following honours from current Monarchies:
- Order of the House of Orange from the Netherlands (since 1972)
- Order of the Oak Crown from Luxembourg (since 1972)
- Order of the Precious Crown from Japan (since 1971)
Prince Richard, Duke of Gloucester holds the following honours from current Monarchies:
- Order of St. Olav from Norway (since 1973)
- Order of the Northern Star from Sweden (since 1975)
- Order of the Crown of Tonga from Tonga (since 2008)
Birgitte, Duchess of Gloucester doesn’t have foreign orders as of now.
Prince Edward, Duke of Kent holds the following honours from current Monarchies:
- The Order of St. Olav from Norway (since 1988)
- Order of Charles XIII from Sweden (since 2000)
- Order of the Renaissance from Jordan
Katharine, Duchess of Kent doesn’t have foreign orders as of now.
Prince and Princess Michael of Kent don’t have foreign orders as of now.
Princess Alexandra, the Honourable Lady Ogilvy has no foreign orders as of now.