According to The Romanovs: Love, Power and Tragedy, even the peasant women the girls met (and with whose children they played with) said their clothing was unsuitable! Although it looks plain I am sure it was made with the finest fabrics, etc; I'm surprised that, say, Tatiana would wear such things as she seemed the most fashion-minded of the four. Perhaps during the war they all felt like they shouldn't dress ostentatiously, instilled in them by Alix no doubt.
I did read a little blurb somewhere, I think from Muriel Buchanan, saying that Olga and Tatiana wore beautiful red velvet gowns at the opening of the British Red Cross Hospital in Grand Duke Dmitri's palace in St. Petersburg in 1915... but of course, that was a formal event, so they would have had to been dressed to the nines.