Kiev was also a beautiful city with a sophisticated tone and all the amenities. The Dowager Empress would have been comfortable there, be able to continue her rounds of hospital visits, and have some members of her immediate family right there. It was a really perfect choice of a place for her.
Kiev was by no means the end-of-the-world in preRevolutionary Russia. It was a beautiful, architecturally-pleasing city, with hundreds of beautiful old churches and monasteries. The Maryinsky Palace where the Empress lived was a Baroque-Rococco delight, and compared to Petersburg, the climate was surely easier to take. The Opera House in Kiev (unfortunately where Stolypin was murdered) was and is also a jewel. The city ran like a European city but felt like a Slavic one. Frankly, it was probably more cosmopolitan than Petersburg in many cases -- a larger and very often prosperous Jewish community on the "Podoli", a sizeable Polish Catholic minority, a Ukrainian Catholic minority, some Volga Germans who had made their way to the city, etc., etc. Additionally, one tends to forget that the Ukraine, in those days, was basically the breadbasket of all of Europe. It was a far different Ukraine than one we know today. Additionally, the Mescherskii, with whom the Empress Dowager was on cordial relations, had a very active and quite literary branch near Kiev.
But more than that, the Empress Dowager was a "presence" in Kiev. She did not have to compete with the Empress, who frankly was loathed in Kiev on a scale equal to anywhere else. The Empress Dowager held court. For whatever reason, and I do not accept the daugther-new husband story, it was a brilliant strategic move. And a move that saved her life.