P-G kept the photos which are now in the LoC and took them into exile. The color ones were made expressly for the Imperial Family and were not ever reproduced or published. Levitsky, Boissonas & Eggler, Hahn, all had permission to reproduce the portraits of the Imperial Family for sale, which is why so many of them survive. Also, the color ones were the personal property of the Imperial Family and were not given out to other family members, or if they were, none went out of Russia into exile. The private albums we have are those that went to exile or made their way into GARF.
You must understand that in the very early 1920s is was ILLEGAL to even possess a photo of any member of the IF. You could go to jail or Siberia or dragged to the street and shot if the Bolsheviks found any photo of the Romanovs in one's possession.