Thank you for quoting Anne Shirley, Nadezhda Edvardovna! She's a favorite of mine, too.
Like others who've contributed to this thread, I've also taken flak for being interested in Nicholas, Alexandra, and their children . . . though at times I've become disenchanted as well. But I always return to what drew me to them in the first place: two hardworking, conscientious Victorians, very much in love with each other--not just in the early throes of their physical passion, but throughout their lives--who are the parents of five attractive and distinctively different children, one of whom is disabled for life due to a condition that his loving mother, so desparate to provide her husband and Russia with an heir, has passed on to him.
That they were of the most elevated of European classes--royalty--does not necessarily make them "well bred" or better than others, but it certainly has caused them to be exceptionally well-documented. And since I am interested in people and the way they live their lives, I enjoy reading about royalty, as well as presidents, authors, actors and the like, because their lives tended to be well-documented.
But certainly the omniprescent air of tragedy is part of the equation as well. I have read voraciously about other lives with tragic endings--i.e., the Brontes, Mary Stuart, Anne Frank, Margaret Mitchell, Judy Garland--and tragic events such as Massada, the Titanic, the Alamo, the Donner Party, etc., but to read about people who had so much and then lost so much, but all the same retained their core values has particular appeal to me. The "glamour" of being a Romanov doesn't particularly appeal to me, though I'm certainly in line with them being happiest while living informally. Except for Alexandra, who did what she could within the constraints of her own physical and psychological issues, they performed as requested--especially Nicholas and his two eldest daughters--and enjoyed the perks of an exaulted lifestyle. But the children, being children--and also having been raised in a simple, common sense fashion by their parents--could be just as happy mingling with the average Russian and even "roughing it." Perhaps this is one of the reasons they managed to adapt to their varying levels of imprisonment.
Religion--or lack of religion--does not make a particular difference to me; what matters is the grace and humanity of the people involved.
Also, look around and you'll see that "The Gilded Age" is not really over . . . the nation/state/province/county/community in which you live in very likely features tremendous extremes of poverty and wealth. So in a very real sense we are still confronted with issues that were part of those times . . . the haves vs. the have-nots.
Those of us who wish to make something of our lives and make good decisions are also drawn to the Romanovs: We want to know why it all went wrong, and what we can tweak in our own lives to avoid the same or similar mistakes.
And then there's the matter of fate vs. self-determination. While I respect Shirley MacLaine as both an actress and an author, I don't concur with her belief that we choose the parents and the situations into which we are born. Instead I believe that we are largely the product of both our genetics and environment, of which--in my opinion--we have no choice. All that is left, then, is human will. And the story of Nicholas is very much one of how ancestry and environment--both of which were problematic even before his conception--shape our lives. That Nicholas chose to implement the only true variable--his will--in a way which he felt best but which ultimately brought about his downfall is, as with the flawed heroes of Roman and Greek literature--yet another part of the fascination.
A quandry? Not when we understand that the human condition is much the same today as it was then!