Actually he did and it was very clear that Nicholas II believed that legally the marriage was morganatic just unlike the marriages of his brother and uncle Paul it wasn't a disgrace.
It's worth looking at the law on this issue:
Alexander III in 1889 issued a decree that made any marriage by any member of the Imperial Family to anyone of non royal status illegal and invalid.
In 1911 Nicholas amended the law again:
The Lord Emperor has seen fit to permit marriages to persons not possessing corresponding rank of not all Members of the Imperial Family, but only of Princes and Princesses of the Blood Imperial...Princes as well as Princesses of the Blood Imperial, upon contracting a marriage with a person not possessing corresponding rank, shall personally retain the title and privileges which are theirs by birth, with the exception of their right to succession from which they shall have abdicated before entering the marriage. In relation to the categorization of the marriages of Princes and Princesses of the Blood Imperial, the Lord Emperor has seen fit to recognize only two categories in these marriages: (a) equal marriages, i.e. those contracted with persons belonging to a Royal or Ruling House, and (b) unequal marriages, i.e. those contracted with persons not belonging to a Royal or Ruling House, and will not recognize any other categories.
Also the original rules were left in place within the Fundamental laws = that a person of the Imperial family who has entered into a marriage alliance with a person not possessing corresponding rank, that is, not belonging to a Royal or Ruling House, cannot pass on to that person, or to any posterity that may issue from such a marriage, the rights which belong to the Members of the Imperial family.
there is a difference between that note and what was enshrined in law which only emphasies that Grand Duke's can't marry unequally at all.
And this one:
Children born of a marriage between a member of the Imperial Family and a person not of corresponding rank, that is, not belonging to a Royal or Ruling House, shall have no right of succession to the Throne.
In this case Tatiana was required to renounce not because of tradition but because of the 1911 decree - unless she renounced she wouldn't receive consent to marry - "Her Highness the Princess Tatiana Konstantinovna has presented to Us over Her own sign manual, a renunciation of the right to succession to the Imperial Throne of All the Russias belonging to Her as a member of the Imperial House,"
What Nicholas II said is a matter of conjecture as is his behaviour at the wedding itself - but Tatiana like Nicholas' niece Irena renounced their rights on marrying unequally in return they retained their style and titles however their children were not regarded as Russian Dynasts due to the morganatic nature of their parents marriage.
It was not uncommon for women of the IF to renounce their rights to the throne when they married. That doesn't say anything about the question of Princess Tatianas marriage being equal or not. Nicholas II never made an officiel statement about this. He said to KR in private that he would never consider the marriage to be unequal.
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