They are a very affectionate and sweet family. Leonor seems to be a very happy child and I hope she'll stay that way when she's old enough to understand what's going on. The Lugo children often bear an annoyed look, same for Cristina's boys because they don't like the attention but for them it doesn't matter too much, they are only the children of the Infantas and will have enough privacy to escape if they want to during their childhood and lifes.
I sometimes have the feeling that Letizia overdoes the affection towards her daughter, there is hardly a moment when she's not touching or petting Leonor but I guess that's the way she is and if Leonor likes it even better.