I agree with the whole "she would be noticed" deal, but just to point out, she wasn't a Victorian Victorian lady. She pelted people with paper balls from a window in 1914.
Tatiana and her sisters were immature and native as their mother wanted them to be since she found young ladies of Russian society to be foolish and think they only of soldiers.
Russian Society as been known to be very scandalized and almost barbaric with love affairs and such. As Alix has been raised as a tight lace Victorian Princess, she wanted her daughters to be raised as such. Innocent and native.
As for the paper ball throwing, my guess that naughty Anastasia (still a child at the time) had Tatiana to play in her games...and possibly hoped that their mother would never find out. they were Just having fun and in their way of being naughty lol
Yes, this was what I anted to say. OTMA were living in "Edwardian times", but Alix raised them as she had been raised : as aVictorian girls. She wanted them innocent and naïve, as Gotjhic Empress said. I cannot imagine any of them getting out the Palace without another person to take care of them.
RealAnastasia.
P.S: Yes , Tim. Wikipedia is not always a reliable source to find historic information.