6 6 She questioned why Princess Anne was the only female in the processionCredit: Getty King asked Vanity Fair editor Tina Brown why the Princess Royal was the only female to walk behind the funeral. One viewer tweeted: "Gayle asked Tina Brown why Anne was in the funeral procession with the men? Uh, Princess Anne is Prince Philip's only daughter!" Another added: "I don't see why she was surprised. Princess Anne even walked for the Queen Mother funeral procession. "And I find it disrespectful of her to even question. Princess Anne was his only daughter. Of course she was going to do that."