Mathilde was certainly an interesting figure, who lived an interesting life, to say the least, and she played quite an important role in Russian and Romanov history. I have never read her biography, but I get the impression she was a very interesting, sophisticated woman, in the European way, who was much different than Alexandra. She was exactly the type for a fling with a young Tsarvitch before his marriage, and everyone knew that. She was a ballerina, she was European, she was sophisticated. She outlived her age, and certainly had the chance to look back on her fascinating life. Whether her and Nicholas's affair was platonic or not is hard to say, it defintely didn't involve emotion that was overly serious anyway, and Nicholas certainly never carried on with any other woman than Alexandra past his marriage. Mathilde had other things to do too, later on, although whether she was his mistress in the whole sense is hard to grasp.