I must add to this
The Russian Revolution really shook up King George V he blamed it mainly on Alexandra not his friend Nicholas II
At this time 1917 England had a new PM David Lloyd George. To put it mildly he and King George V didn't get along very well during the WW I years.
As for Queen Mary nobody ever refered to her as the beloved Queen Mary. Being German didn't help in 1917 England where anti-German feeling were running high
In 1917 England there was a lot of anti-government feeling . People were accusing King George V of being disloyal ect. Hence the name change to Windsor.
Out of interest how well did George know Alexandra? Everybody knows the closeness between George and Nicholas, due to their mothers being sisters, and the holidays and Denmark. But we also know a lot of Alexandra visiting England, especially after her mother died. I don't know the years of George's traveling, as a school boy and as a naval officer, but surely they saw some of each other. And even then he would have heard family talking about her in person and correspondence. After all she almost became his sister-in-law!
So they weren't super close and being different genders makes it all different but still. I just find it odd that, as family, George couldn't absolve Alexandra just as he did Nicholas. Surely when he saw all the reports, facts and street gossip, from Ambassador Buchanan, George would know enough about Alexandra to say, "Oh poor Alicky. Somewhere along the way she lost her way, how terrible" just as he said "poor Nicky. He always had his heart in the right place and meant well." Instead he blames her for EVERYTHING, as if he believed every report and knew nothing about her.
When other family members talk you get almost the same tone as well. Sympathy and sadness for Nicholas and some sympathy but lots of scorn added in for her. I don't even think Marie Antoniette was that toxic among the foreign royals.