I believe that the passengers on Titanic and the Romanovs had a lot in common. Neither thought that the "ship" or "ship of state" would sink.
As to their possesions, the Soviets believed that the common man provided the work which in turn provided the wealth of the Romanovs. The Soviets thought of themselves more as Robin Hoods rather than robbers. They believed that the wealth truly belonged to the people and to the people's state.
The Romanovs seemed very concerned with material things such as bibles, jewelry, bric a brac and pets. I don't know what I would have done in the same situation, but I don't think I would have been so worried about the "small" stuff. Family members would come first.
Also by taking a lot of boxes full of stuff, they were putting their rescuers in danger as well as themselves. That seems a little foolish and self-centered.
I have no doubt that by selling their possessions they could support themselves, but many, including Minnie, refused to sell and expected someone else to support her. Another self-centered Romanov trait.