Bear:
Cf. The Flight of the Romanovs, there were no Romanov "hostages" taken by the Soviets once they had cleared the country. The hostages within the country --- the Imperial Family itself, Grand Duke Michael, Grand Duchess Ella, their companions, the three Grand Dukes executed in 1919 in Petersburg, a few others --- were executed.
It is obvious that had they wished to kill or kidnap Romanovs, they could have done so, since they were able to remove other opponents from foreign soil.
All of this is not to say that the woman impersonating Anastasia may have indeed felt threatened by what she assumed would be their response.
It just wasn't their response.
Simon