I agree that going to the theater and ballet is not quite the same as a gala ball, but it is evident that the 2 older girls went to social occasions like this, often because their mother did not attend.
As far as the Stolypin assassination goes, I agree with Lanie that Tatiana, though obviously upset, was the "cooler head" in the situation and tried to calm her family just after a truly horrific event that took place right in front of them. My understanding is that Olga was hysterical, which is completely understandable.
It is interesting that, at 14, Tatiana, seemed to take some kind of control of the situation.