[Their feelings on the matter may be different, but it's something that does become apparent to Anne from Korra's tone, that she pauses a moment and mulls over how to answer.]
To be born into a life of duty means that there is little room for anything else. Anything like the opportunities that this world gives. However...
Even with these freedoms, it is an identity we carry with us no matter where we are. I am Queen even though I am not in France, just as who you are stays with you. I don't believe it is something this world would ask you to shed away, but... rather to balance with the expanded boundaries a place like this gives us.