I think it's awful to have children if you know that there's a big possibility that they could have terrible illnesses.
Some would agree with you. Some would suggest they have a moral obligation to have that unborn child regardless of its condition. Either way there was no such thing as pregnancy screening in 1904, therefore there was no way to know for certain that Alexei had hemophilia.
If they did know, couldn't they have adopted a son instead if they wanted one?
Not really. I can't imagine an adopted son being recognized by the Russian people as a legitimate heir to the throne. There would have been a crisis of succession with the potential for Romanov family members (such as Grand Duke Michael or the Kiril Vladimirovich) challenging this adopted child's claim to the throne in the event that Nicholas had died.
I know adoption was around back then because Nicholas' aunt Thyra gave her illegitimate son up for adoption.
Right, but the fact that she gave that child up for adoption (I also think it was a daughter not a son) should tell you that as a royal she was uncomfortable with the idea of raising an illegitimate child. Now extrapolate that out a bit and imagine she was the Empress the of Russia. It's one thing to have an adopted child but another if that child is heir to the throne.
I mean, Alexandra's brother, Frederick, had hemophilia, as did her uncle, Leopold.
Did she not remember or witness them having hemophilia attacks, or perhaps she didn't realize that she would be a carrier...?
This has become a major topic of discussion. I encourage you to do a little search of the site and no doubt you'll find some interesting exchanges having to do with Alexei's illness and what knowledge his parents had. Statistically speaking if a mother carrier, such as Alexandra, procreates with a healthy male (Nicholas), the odds of them having children with the following are as such; 25% son without hemophilia, 25% son with hemophilia, 25% daughter not a carrier, 25% daughter carrier. So even in the event that they were to have a son - which took five tries to accomplish - there was only a 50/50 chance Alexei would have suffered from the disease. Research suggests that one of Alexandra's daughters, either Marie or Anastasia, was also a carrier.
Perhaps they were simply hoping the coin flip would turn up heads instead of tails. Or they may have naively believed that their son could not possibly have been infected. The latter of the two doesn't really sound too far fetched considering how devoutly religious Nicholas & Alexandra were. It wouldn't surprise me at all if they genuinely believed that God would never poison the heir presumptive of Russia, and certainly not do so after forcing the Tsar and Empress to have four children before a son could be born.
Alexei was frequently in anguish due to his severe hemophilia. To know that that could happen and still reproduce anyway is horrible.
Again, it's not so clear cut as you make it out to be. Alexandra believed Alexei's hemophilia to be punishment from God, perhaps for her conversion from Lutheranism to the Orthodoxy, or perhaps for other reasons. Given her extreme religiosity, how rare a disease it was and the limited knowledge the medical field had of it, is it any wonder she felt this way?
