The prince launched the games for wounded veterans in 2014, and the next one will be held in Birmingham in July next year.
At the same time, his estranged brother, heir to the throne Prince William, was also in the city, visiting the London Welsh School to promote next month’s Commonwealth Games in Glasgow.
Harry will now face another court hearing on Jul 29-30 which could see him and the six other complainants ordered to pay substantial legal costs.
Associated said it had spent £50 million (US$66 million) “defending ourselves against this egregious litigation”.
“We will look to resolve outstanding issues, including the recovery of the costs we have incurred,” it added.
The prince gave emotional testimony during the proceedings in which several high-profile figures, including singer Elton John and actor Elizabeth Hurley, accused the tabloid publisher of invading their privacy.
The case, the third and final one brought by the Duke of Sussex in his acrimonious legal battle with British tabloids, has further strained relations with the royal family.
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