The Dowager Empress was able to make her way to the Crimea because, unlike Nicholas and Alexandra, she hadn’t been placed under arrest by the Provisional Government. She did live in Kiev at the time of the February Revolution and Nicholas II’s abdication. But as soon as she learned about it, she rushed to Moghilev to meet him (she arrived on March 4/17). Unknown to them, a power struggle between the Provisional Government and the Petrograd Soviet regarding their fate had taken place and had ended by a compromise. As soon as Nicholas abdicated (on March 2/15), it seems that, at first, the Petrograd Soviet wanted to expel all Romanovs from Russia. The new Government was only prepared to agree in the case of Nicholas II and Grand Duke Michael, and their immediate families, but didn't want to send the other Romanovs into exile. Unfortunately, the Soviet’s mood changed very quickly as, on the next day (March 3/16), its Executive Commitee resolved to arrest all male members of the Romanov dynasty and « to arrest the women of the House of Romanov gradually, depending on the role each played in the activities of the old regime. »
The power struggle between the Soviet and the Provisional Government regarding the fate of the Romanovs ended on March 7/20. On that day the Soviet received a petition from 85 of its members, alarmed « because the deposed Nicholas II the Bloody; his traitorous wife; his son Aleksei; his mother, Maria Feodorovna, as well as all the other members of the House of Romanov, are still completely free and travel around Russia even into the theater of operations. » They proposed that the Executive Commitee « demand that the Provisional Government without delay adopt the most decisive measures to assemble all the members of the House of Romanov in one designated location under the dependable guard of the People’s Revolutionary Army. » On the same day, the Provisional Government agreed to «deprive the abdicated Emperor Nicholas II and his spouse of their freedom and to deliver the abdicated emperor to Tsarskoe Selo. » It seems Nicholas II was informed of his arrest only when he boarded his train back to Tsarskoe Selo (on March 8/21), after having taken leave from his mother. I wonder what she would have said, or done, if she had known before her son left…
As all the other Romanovs, except Nicholas and Alexandra, were still free to go where they wanted, Maria Feodorovna left Moghilev back for Kiev on March 9/22. This probably saved her life, as when the Bolsheviks took over she had already moved to the Crimea. Had she decided to go back to Petrograd or Tsarskoe Selo with her son, she probably would have been later arrested and killed by the Bolsheviks, as was the case of the other Romanovs who didn’t manage to escape from the capital.