Yes, I'd be surprised too, although using cocaine and morphine as medicines back then was thought to be helpful, rather than harmful. But it's true Alexandra and Nicholas wouldn't even use morphine for Alexei's hemophilia attacks, which were undoubtedly more painful than menstrual cramps, so if they didn't let Alexei use it for fear of dependence, I'd doubt they'd let the girls use it for cramps and using alcohol is doubtful too.