Some of us "older" members of the forum posting here can corroborate that it has only been in the last forty or fifty years that the general usage in English has gradually shifted from "Czar" and "Romanoff" to (the more correct and preferable) "Tsar" and "Romanov", etc.
Before the Revolution, the accepted form in English was "Romanoff", thus, the present-day Romanoffs abroad have simply retained the form then in use when their grandparents, or great-grandparents, left Russia. The general usage has changed; their family usage has not.
There is another, historical, aspect to this question of the proper spelling of Russian surnames in English, which, I think, you will find interesting.
Once, in an article in a church bulletin, we quoted Matushka Anastasia Schatiloff (née Grabbe), but, in doing so, we transliterated her surname directly from the Russian as "Shatilova".
She wrote to us and kindly asked us to always use the form "Schatiloff" in the future. Then she gave us the following explanation.
As is well known, in the early 1700s, Tsar Peter I sent many of the sons of the nobility to be educated abroad in Western Europe. Often sons of the same family would be sent to different countries. When those sons then returned home to Russia, each one of them would, when writing his surname in Roman letters, spell it in accord with the language of whatever country he had visited. Thus siblings would often have variant spellings of the same surname. For the sake of conformity, and to avoid confusion, Peter I decided upon one spelling for each surname, and he decreed that henceforth only the established form should be used when writing the surname in Roman letters. Usually the established spelling of those surnames reflected a Germanic or North European influence.
So, since her husband's surname had been spelled that way for over 250 years, Matushka asked that we conform to that usage.
This, of course, does not prevent any modern author from adopting a more correct form for Russian surnames, but it is an interesting historical footnote.
