I think they would have chosen to die together, rather than separate. They were very close, and they all had their ideas alike, that they must stick together. Family as a value meant much to them, and they would, in death, if they had known it would be death, and in life, if they thought they had a better chance of survival separetly have stuck together. Perhaps circumstances would have parted them, though, as they did for a while when Marie and Nicholas and Alexandra were in Ekaterinburg, and the others were in Tobolsk. This was because of circumstances, but I think if they could stick together, they did that.