Douglas is right. Virtually every book on the Romanovs misidentifies at least one photo by person, place, or date.
Royal Russia does a mediocre job of identifying the grand duchesses, although some errors - such as the one you spotted! - are corrected in later editions. Victor Alexandrov's
End of the Romanovs is even worse, particularly with dates.
Here's a list of the errors I've spotted in Royal Russia:
pg 44 - "Anastasia studying" is actually Maria
pg 46 - the "informal" photo of Grand Duchess Anastasia is a formal of Tatiana
pg 47 - Anastasia is not "pretending to smoke"; all the girls smoked
pg 48 - the man identified as Gilliard is in fact Pavel Voronov, an officer of the Standart
pg 62 - "The Grand Duchess Olga dressed more informally" is Olga
pg 71 - "Tsarevich Alexei on parade" was probably taken in the summer of 1912 for the centennial of Borodino
pg 80 - Maria was 15 years old in 1914
pg 83 - Olga (not Maria) and Tatiana
pg 87 - Maria on the terrace may have been at Peterhof, not Tsarskoe Selo
pg 103 - left to right, the grand duchesses are Anastasia (barely visible), Tatiana, Maria, and Olga
pg 115 - the caption is somewhat misleading; this is not the last photo taken of Olga or Tatiana, but it is likely the last photo of Alexandra
(Mine is a US edition printed by St Martin's Press in 1998 -- it's the one with the purple cover)