I definitely don't contest that there were periods of boredom, depression, and uncertainty during the IF's tenure in Siberia. Maria said she'd content to remain in Tobolsk, but that shouldn't be construed to mean that she was unaffected by her status as a prisoner. (And for the record, I realize Elisabeth said nothing of the sort -- I'm just using her post as a spring board.) IMO, if Maria was allowed to be a normal citizen of Tobolsk, free from imperial obligation, and free from her family's captors, she might very well have been content to spend her life there. I think that's likely all she meant -- not that she wouldn't mind spending her life under guard in the governor's mansion.
I would still argue that there was a sort of relief for NAOTMAA in being freed from the scrutiny and obligations of royalty, although it was certainly offset to a significant degree by by their immediate arrest. It's a case of trading one type of stress for another, and one type of freedom for another. The Romanovs shed the stress of being held responsible for the nation at the same time they took on the difficult and limiting role as prisoners. The situation has a certain similarity to the way many caretakers often feel when a beloved relative dies after a long illness -- bereft and grief-stricken, yet relieved that both their own responsibility and the victim's suffering are over.