Maybe there isn't enough for a whole book. Just because someone is royal or born to a fascinating family doesn't make their own life intrinsically book-worthy. Her life in the United States, for all its length, was fairly uneventful and quiet. There was a decent amount in the book on her family, Gilded Prism.
'Thus began [the escape from Russia] a nomadic existence, moving to Belgium before finally settling in her mother's native Germany, where she lived through the difficult years' of WW2....'For many years, as she later admitted, she was haunted by the 'monstrous' events of the Revolution. 'For many years,' she recalled, 'I used to have the same dream, as if I stood with my back to a pit and they were going to shoot me...my awakening was not less terrible than the dream itself, because I was constantly afraid to open my eyes and see that they had really come to take me to the execution.' After WW2, fleeing the Soviets, she 'faced the harsh truth that she belonged to no country' as she only had an ambiguous Nansen passport which gave her the ability to travel but no protections of statehood. Despite this, she refused to take the protection offered to her by various European countries, feeling herself Russian. She moved to the US in 1951 and lived in New York where she was very active in charities but regarded some of the emigree community, and some of their pretensions, with skepticism. She didn't have the 'nostalgic idyll' of many emigrees but rather the memories of her childhood and her lost family. The 'constant stream' of visitors she regarded with some amusement and also found it rather 'trying'. She didn't care for those who would 'speak in awe-struck tones' of the late Imperial family--she would often relate stories of their humanness and misbehavior. For her they remained her 'childhood playmates, not distant figures for adoration'. She also regarded the canonization of the Romanovs, including her brothers and uncle, as a 'puzzling, pecular' move by the Church.