Dear Grand_Duke_Alexei,
It is my understanding that, in the English nanny system of the late nineteenth century, such women were always called 'Mrs,' regardless of their actual marital status. Under the same system, governesses were called 'Miss,' likewise without reference to marital status. (Grand Duchess Olga Alexandrovna, for instance, had a beloved nanny, Mrs Elizabeth Franklin, known to her usually as 'Nana' or 'Franklin.' ) Alexandra therefore had 'Mrs' Orchard, but 'Miss' Jackson. I have not seen any information that 'Mrs' Orchard was, in fact, a married woman, and would rather guess that the nature of a nanny's extensive duties to her charge(s) in the nineteenth century, and the degree of closeness thereby established, might have militated against her having a family life of her own.
Although I am not certain why the nomenclature of the system operated thus, I suspect that it may well be a holdover from the days in which the women who, later on, came to be called nannies, began their Palace tenure as wet-nurses. Since it was obligatory for a wet-nurse to be not only strong (she had to be capable of breast-feeding the child whilst standing) but of what was deemed good character, in those days, for her to be a lactating woman would have meant that she had to be a married woman as well, since it was believed that her milk could transmit virtue or vice, as well as more prosaic nutrients.
If anybody has more or different information to augment or refute mine, I'd welcome it - especially anything to do with the system in general, or the subsequent histories of those women within it.
Katherine Alexandra M. Hines