To be honest, I'm not certain. I don't really think I have a reason. I mean, I remember how I got interested - I'm only twenty-three years old, so the animated Anastasia movie came out at the height of my childhood. I was rewatching it for the millionth time several years later, just after I turned eleven, and my dad randomly turned to me and said, "Anastasia was a real person, you know." I thought that was kinda cool so he dug out one of his old encyclopedias the following day - it didn't really have much on the Romanovs in it, but it had a picture of the family, and he showed it to me and pointed out Anastasia for me. At that point, my research began on Anastasia herself, to see what she was actually like and to learn about her real life. The research quickly turned more into OTMAA though, since I became instantly fascinated with all her siblings as well. I was eleven years old and in the fifth grade, and I'd be coming to school with big books like Nicholas and Alexandra by Robert K. Massie to read during recess or quiet reading times. As the years went on, the interest never faltered - at my age now it's interesting to hear a lot about Nicholas and Alexandra's lives as well, however OTMAA (or rather, specifically OTMA without Alexei as much) still remains the main part of my interest, especially since as young ladies I feel like there's some sort of connection. Olga was almost my age when the family was murdered, so I feel that I can somewhat relate to them on a personal level - not their experiences or anything, but simply through age, and the awkwardness of growing up. However considering my research started when I was eleven, I wouldn't cite that as a main reason, though I did like to compare my life at eleven years old to that of them - the difference in technology, and clearly difference in wealth (as I was a poor ghetto kid who'd walk half an hour to the library on a weekly basis for books on them), as well as the differences in things such as fashion or trends.
I think at this point now that my main reason for my Romanov fascination is simply to continue learning more about them on top of everything I became interested in as a child. I'm not sure, it's really hard to explain or even think about, because if I try to talk to people (besides my family) about the Romanovs, they are bored and don't care whatsoever. My younger sister lived through my initial fascination (she was nine at the time) and how it's continued over the past twelve and a half years, so while she was never AS interested, she is always happy to hear anything I have to say about the Romanovs - new things I've learned, or simply new books I've bought. She never read any of the books with me, but she always watched any Romanov-related movies with me, and listened earnestly when I'd go on about the historical inaccuracies, or tidbits that related to the scenes. I've always been interested in history - other eras of history that I read a lot about include the Tudor era (with Elizabeth I being my Tudor equivalent to OTMA when it comes to research) - but when I told everyone that I was going back to college for a second degree, this time in history, one of my friends who I haven't spoken to in YEARS piped up with, "Well that's not surprising considering all that research you used to do at such a young age." I met her in grade six, a year after my Romanov fascination began, so she was there throughout my failed attempt at learning Russian! But to stay on topic, yeah, I guess I'd just stake my main reason as simply a general interest in history, and I think part of what made it easy to become fascinated as a preteen was not only the fact that there was children's pop culture that related to the Romanovs, but that OTMAA were all children so I could research the lives of children. I think the fascination has just continued because I was so passionate about it then, and so much more has come to light to learn from since then (I mean, when I was eleven they had yet to find the two missing bodies), so there's always more to absorb in the case of the Romanovs.
Sorry, that was a lot. I tend to ramble, and I tend to say (or in this case, write) a lot when it comes to topics that flare my passions.