I think the author Stanley Loomis in his good book on Madame du Barry sums up the mesdames well!!.......
"Mesdames made up in the consequence of their birth for what they had missed in the way of domestic felicity, consoling themselves with the thought that Daughter of France was a rank higher than any that could possibly come to them by marriage on this earth. They lived in semi-retirement in vast connecting apartments at Versailles and here, dominated by the elder, Madame Adelaide, they brooded over ineffectual plots which rarely hatched. Madame Adelaide was a sour, thin-beaked old maid, immensly proud and of haughty aspect, who was filled with disgust by the unseemly conduct of her father, the King. She never dared confront His Majesty directly with her distaste, but attacked obliquely and in secret. In the privacy of their chambers, the sisters continually stirred up a brew of mischief, never realising that their drops of poison were eating into the foundations of the very edifice which supported them. Adelaide and Victoire would live to see the consequences of their malice. They would barely escape the guillotine, leaving Paris in 1791 in the dead of night on the pretext of a pious pilgrimage to Rome. In Rome, under the protection of the Holy Father, they lived in exile, praying to God that He spit down flames of vengence to destroy the monsters of the revolution, never reflecting that they themselves had been among the first to intrigue against the monarchy"
Still you can't help liking them!
What where their thoughts on the executions of Louis, Antoinette and Elisabeth? do any of their letters survive? 
With all respect to Stanley Loomis, this is a bit simplistic.
As I've tried to point out on this thread, each of the sisters had different characters, shaped by the different ways in which they were brought up. Their political activities were not entirely frivolous, although they were ultimately ineffectual.
Adelaide and Victoire moved out (pushed out?) of Versailles in the 1780s into their own chateau of Bellevue, where (like Marie Antoinette) they had a model farm.
I don't think they fled in the dead of night as Loomis says. They were allowed to leave by the National Assembly, and were accompanied by a considerable entourage - it wasn't like the flight to Varennes a few months later.
Adelaide expressed her view of the king's mistresses quite openly. She spent the 1750s in alliance with the Dauphin opposed to the Pompadour's policies. When told of Louise's departure she may have let slip the "who with?" barb, but Campan recalls that she scolded the king loudly for not having told her of Louise's intentions.
Loomis is famous for poor research unfortunately. He didn't have access to the internet like I do!
About the executions - of course they were horrified!
Vigée Lebrun painted Adelaide and Victoire in Rome at the time that the royal family were trying to escape France, and recalled how Victoire suddenly burst in joyfully with the (premature) news that the king had reached safety!