Yes, I thought that was true of Alexander III, that he really embraced things Russian, and encouraged his family to do so. You see more of a liking and doing of things Russian in the last generations of the Romanovs than for a long time, or at least particularly it was there. His son, Nicholas II, has been said to have been a better ruler for the 16th century which was the era of Tsar Alexis, and very traditional old Russia, than he was for the 20th. I think Nicholas II took that from his father as well as his own personal inclinations. He was undoubtedly particularly inclined to be that way, but he had the example of his father and immediate famiy to show him.
As for French, it was just the main language of these centuries in many ways, in different European countries, not just in Russia. Never in any country did it mean that they were not natively what they were, it was more a mark of sophistication and a common belonging to Europe. Different languages as a whole have sometimes played this role. Court culture and the culture of the native country might seem at times to be differemt, but each complemented each other.