Alexandra made 2 pervious visits to Russia, to visit Ella and Sergei, and she apparently did not make a good impression.
I don't remember any of the details but their main argument against Alix was her personality was not suited for the Russian Court at all. I'm guessing whatever she did during these visits pretty much sent up warning signals about this to them. And if I recall other people in the court weren't impressed with her either during these visits so it wasn't just AIII or MF.
Also they wanted a more grand match for the heir, or at least MF did. The very fact that they even suggest Margaret of PRUSSIA says it all when you take in to consideration MF's hate of all things Prussian. They also wanted Helene of Orleans to cement a French alliance but she wouldn't covert.
I think Queen Alexandra had a positive opinion of Alix before she married. It wasn't until things really went south that Alexandra would say things like, "Poor Alicky, she used to be such a nice girl." Although she was getting all her information from a biased source (her sister).