Here’s my take on that particular incident: Marie was writing to her father about the walk they had taken, and how they had first spoken to “N.D.” (Nickolai Dmitrievich Demenkov), an officer with whom Marie was quite conspicuously in love and did not take any troubles to hide the fact.
Olga, on the other hand, seems to have been more discreet about her feelings. Previously she had been in love with a Standart officer, but in early 1914 he ended up marrying someone else. Then, just about the time of the “windows” incident, Olga had begun making entries in her diary about her growing attachment to a “Mitya.”
In the recent Atlantis “Fate of the Romanovs” supplement, published by Penny Wilson and Greg King, it is stated that “Mitya” was Dmitri Malama; however, other people on this website have pointed out that Malama demonstrated interest in Tatiana rather than Olga. Whatever the case, Olga seems to have kept any feelings for "her" Mitya confined to her diary. But, after seeing her sister flirt—once again!—with Kolya Demenkov, this may have been the catalyst for the sudden “charge” and subsequent destruction of the windows . . . perhaps as a distraction, perhaps as a way of relieving frustrations and tensions. (I'm sure Freud would have had something to say about this matter as well!) Then, since Big Sister had broken some windows, Marie and Anastasia quickly followed suit, though whether "The Little Pair" understood what was going on with their sister is another matter. (Tatiana apparently wasn’t along; perhaps it was her turn that day to stay with Alexandra, or maybe they were both busy assisting an operation?!)
