No, just that she may have not preferred a German Princess and, for a long time, there wasn't a pressing need. There was no reason to think Alexandra may not have a son, even after several girls. By the time she had Anastasia, her health was slipping and then she had a hemophiliac son--that was several years to consider whichever princess may be suitable and preferrably not German. By the time the need became paramount, Michael was involved with a princess--Beatrice--who would've been perfect had she not been his cousin. Even at that, either of the British princesses would've been preferrable if they'd had any interest. The match between Michael & Beatrice, given how things eventually turned out with Michael and his marriage perhaps should've been fought for--Victoria Melita and Kyrill were eventually married.
The point is, when Michael first became of marriageable age, they could've chosen any princess. Why pick a German one if you'd prefer not to? Having a difficult relationship with one daughter-in-law, why not look around for one that you'd enjoy? Were it not for the first cousin situation, there were any number of Princesses (British, Greek, Danish) who would've been admirable picks. When the situation became dire, I'm sure they would've taken anyone who fit.
As to Cecile, I don't know how much thought was put in that direction. Even though she was German, she was half-Russian. Wilhelm II certainly didn't fall all over himself to secure her given her mother's reputation. He had original designs on other princesses as the next Kaiserin. For a future Russian Empress, she would've been ideal. She was had the heritage, the connections (expanded given her sister's marriage to Marie's nephew), the good looks and she was the right age by 1903 (17) when worries over the next heir started becoming stronger. Also, given that she was half-Romanov she may not have had a strong an issue with becoming Orthodox.
How many eligible German princesses were there at that time? The Bavarians, Sigmaringens, Saxonys and other Catholic branches may have been out because of the reluctant to convert. The Hanover/Cumberlands and Edinburgh/Coburgs had the first cousin issue. I don't think there were any Anhalts , Waldecks, Badens, Hesses or Saxe-Altenbergs. The Prussians probably would've been a no go.
There were the Schleswig-Holsteins (Victoria, Alexandra Victoria, Adelheid and Helena) who didn't marry prior to 1905 and were of age and attractive girls. However, their Aunt was Wilhelm II's consort.
There was Marie Antoinette of Mecklenburg Schwerin but she was Catholic. Sophie of Oldenburg was unmarried until 1906 and I think her stepmother was Miechen's half-sister?
There were the Reuss princesses (Emma, Marie, Karoline and Hermine) all who married 1903-1905. Ida was a bit too young. There was Sophie of Saxe-Weimar but her family was 'bad'.
I think the Saxe-Meiningens were either too old or too young. Feo was a good age (though Wilhelm's niece) but she married in 1898.
The pickings weren't that great.
