Perhaps Kirill's apparent lack of interest simply stands out because one of his brothers was the womanising Boris, and the other was Andrei, who got involved with Matilde when he was 20, was attached to her thereafter until his death and seems never to have looked at anyone else.
In any case, brothers aren't necessarily alike - my three maternal uncles were very different characters indeed! And we could contrast the womanising Edward VII with Arthur, Duke of Connaught, who married at 29, without, as far as I know, any mistresses before that. He later had a lengthy attachment to Leonie Leslie, but we do not know how far it got (maybe no further than tea and conversation).
As I've said before, we don't know about Kirill and probably never will.
Ann