Soon after the Tsar's remains were reported identified here in the US, there was a newspaper article published which i thought very interesting. It stated very simply that there was never an episode of any communist anywhere showing mercy on anyone EVER. Lease of all members of the Romanov family. I can't get that out of my head when the question of survivors comes up. Then when the DNA came back that AA was FS, it only reinforced it in my mind though I know there are a bunch of threads with condtradictory theories.
However, the words in that article really ring true.
Actually, the quote I believe you're referring to was in Greg's and Penny's book, and it was made by Geli Ryabov, a highly uncredible individual. At the time he made that statement, he also stated that Alexei's body was one of those recovered from the grave site.
The quote in question:
"We have no instances of the Communists ever, anywhere, having mercy on anyone."- Geli Ryabov.
Another remark from the same speech:
"For seventy-four years Russia was ruled by madmen, mentally ill people, bastards, butchers. I believe that if we still had an Emperor, the United States, God knows, would probably envy Russia, and fear us."
And yet, the Tsars themselves were certainly no angels. I too am a Romanov buff and I too admire Nicholas and his family, but I absolutely would not want him as a ruler. As for "madmen, mentally ill people, bastards, butchers"-well, that could also describe many of the Russian Tsars, stretching all the way back to the Rurik dynasty. There's a reason they called him "Ivan the Terrible", after all.
I'm not trying to ridicule you, just pointing out you might want to look into the credibility of the person stating so. Not all the communists were devils, nor were all the Romanovs saints. They were people, just like everyone else.