I have been re-reading a lot of different Romanov books concurrently lately, and they each seem to have different opinions on this. Here's my take on this issue.
(1) AIII and MF originally would not consider a German bride for NII as they both had long-held views on Germans. MF came from a family that was violently anti-Prussian, and then anti-German. Although AF was AIII's goddaughter, the imperial couple did not hold a very high opinion of AF from her performance on earlier visits to her sister Ella (i.e. her French, then the language of the court), and did not think that AF had the qualities needed for a future Russian empress. MF evidently possessed these necessary traits as she was held in high regard by the Russian people, although not necessarily by some members of the Romanov family.
(2) AF grew up, after the death of her mother, introverted and shy, and even through the extended courtship and soul-searching in the early 1890s, never expressed a goal of becoming empress. She wasn't prepared for the death of AIII and I am sure never thought of becoming empress so early. She might have thought that she would have years to become accustomed to her position.
(3) The time that brought these two women together wasn't the normal happy time that a wedding usually becomes. Alix came to Russia on AIII's deathbed (hence the whispers of Alix coming to Russia behind a coffin), married NII (effectively taking him out of his mother's sphere, perhaps when she needed him the most, as well as her influence), and saw a newcomer she wasn't really familiar with, and hadn't had time to become accustomed to, automatically become the new empress.