They were made Saints because the Orthodox Church recognised that they had been glorified by God in His Kingdom. Ususally the first sign that someone is going to be recognised as a Saint is popular veneration on the grassroots level. Accounts of miracles attributed to the Royal martyrs' intercessions to God can be found in various places like on Fr Serfes site for example. It is important to realise that one doesn't become a Saint at the moment the Church glorifies - they have been Saints since they entered God's Kingdom. The recognition comes later on.
It is neither a good or a bad thing, - it just is. Of course there was some contoversy over the glorification, because people look at how the Emperor was as a ruler, but he was not glorified for being a good tsar, but as a passion bearing martyr, and as an Orthodox Christian, there is much I find worth emulating in their written thoughts, attitudes and piety as they approached the end of their Earthly existence.
Their Sainthood means that we are able to ask for their prayers to God, and to look to them as examples of how we should conduct ourselves (and once again I would reiterate that it is the last perios of their lives that shows quite clearly their Orthodoxy and piety.)
I imagine however, it would be quite difficult for people outside the Orthodox Church to understand why they are Saints and such popular ones at that. Catholics might have some idea, but Catholic and Orthodox attitudes towards Saints and even the way they are glorified are somewhat different.
