hey, why not? I know Alix was rather strict, but come on guys, she wasn't a robot or anything, everybody needs some fun sometimes!
I've read in Charlotte Zeepvat's book that once in 1904 she was in Gatchina with Sophie Buxhoeveden. After the evening spent there with MF and some strict elder ladies-in-waiting, she and Sophie went to a sleigh ride with GD Mikhail Alexandrovich through the park, whih was full of snow of course. While they all were enjoying the ride, suddenly the sleigh skidded and bothe women fell out into the snow! Luckily the snow was really downy and deep, so they didn't hurt themselves, and after a while, Alix just burst out laughing and said 'What would all those ladies thought about it? They simply cannot discover that fact! They would find it too terrible even to name it!' and then they all got back to the sleigh.
*SORRY FOR MY TERRIBLE TRANSLATION, I HAD A REALLY HARD DAY TODAY*
so you see, she also enjoyed being a bit crazy and having fun sometimes:)