I think the Duke of Windsor lacked the imagination to forsee what would happen when he abdicated. IMO he thought he would get the best of both worlds: a secure income and continued respect for his position within the Royal Family, but without any of the royal responsibilities he found so irksome. I think the Duchess did foresee the consequences, at least in outline, so she tried to back out before the abdication, whereupon David put on an act and threatened suicide, etc.
After the abdication, when reality hit home to the Duke, he behaved like a spoilt child and tried every way he could to get back to some sort of facsimile to the position he had once held. That this might involve fraud and deception didn't seem to worry him in the least.
I have never felt much empathy with the Duchess, but she did remain loyal to her husband and I admire her for that, if not for much else.
I sometimes wonder what would have happened to David if Mrs Simpson had never come into his life. I suspect that he would have made a fool of himself with someone else, but that is pure speculation. Consequently I think that Queen Elizabeth was somewhat misguided in blaming the whole thing on the Duchess, who just happened to meet him at the wrong time. I don't blame her for detesting the woman, but I believe David was a disaster waiting to happen.