I know she did, but still I have read so many tales of her Russian being weak, until maybe about WWII, and even having to have been helped with it by Anna V. and that her lack of Russian skills was one reason people didn't like her.She certainly didn't speak it if she didn't have to. While she may have had no problem speaking with one person, I find it hard to believe she could follow a rapid, overlapping, heated conversation between several people.
And even if she did listen in, who cares, you'd have to expect she'd be interested.