I wonder how Natalia felt about working for the KGB? It was basically an arm of the same Soviet apparatus that systematically murdererd any Romanov they could get their hands on (and in the most brutal manner possible) and then in the 1920s (IIRC) under Stalin hunted down and tortured many of the "formers" - people who had done nothing more than just worked for the IF.
And then she goes to the funeral for Nicholas' family - a crime her former "bosses" had covered up and lied about for decades (something Yeltsin himself admitted). I don't condemn her, mind you, I just wonder how she felt. She saved her own life, but at what price?
The book I originally cited (2nd post), Perry and Pleshakov's "Fligth of the Romanovs" touches on this to some degree. They describe her as a reluctant recruit. She was basically told to inform on her friends or be shot. They continuously use language that implies she was indeed reluctant about her services. They cite her final assignment (against the US ambassador - a honey trap), after which she was finally released from obligation. "But the good news was that the Lubyanka kept its word, and Natalia says they never asked her to work for them again." (p352).
The authors seem to admire her, saying she had the same spirit and daring as Peter the Great. They also say, the KGB file speaks of her admiringly, as well.
But, I had the same thoughts you had. The authors have pretty extensive notes, with sources tied directly to particular statements within the chapters. On this issue, however, most of their source material is personal interviews with Natalia Androsova (as she was known when they met with her in Moscow in the 90s). So, not too much of a lead there to do further research.
I've been toying with the idea of getting in touch with the authors. There are about three other instances where I would like some more information and the notes either don't cover the point or are tied to personal interviews. Alas, the burden of the armchair (as opposed to professional) historian.