That's the sad irony of the whole thing. Had NAOTMAA just been sent into exile, they would have quietly faded into obscurity.
Or maybe we can have some fun with this as well...
King George V rescinds his objections and allows the IF to live in exile in England. He goes to considerable measure to make sure that while they are well taken care of that they are also kept out of the limelight. In a situation that mirrors closely their experiences in Tsarskoye Selo (but without the palatial digs they were accustomed) their attitude goes from being thankful just to be out of harms way in Russia to embittered and agitated.
Alexei's, while still alive, continues to struggle with his illness. Nicholas II knocked off of his perch for good and feeling chastened begins to act depressed and withdrawn. Also depressed by their current "status" as deposed former rulers Alexandra, already prone to such behavior, develops violent mood swings. She argues openly with her husband and lashes out at the daughters over the slightest offense. At first all of her energy, love and tenderness goes to Alexei who she continues to dote upon like a toddler even though he is now in his mid-teens.
But Alexei too has up grown considerably since the beginning of their captivity. Heart broken to see his father in such a state, irritated by his smothering and compulsive mother, and feeling that his illness has precipitated the downfall of his family and his country he too begins a transformation. His confidant is Olga, the oldest and wisest of the daughters but more importantly never one to shy away from challenging her mother. Arguments are frequent and the internal struggle is being waged on several fronts...Nicholas vs. Alexandra, Olga/Alexei vs. Alexandra, Tatiana vs. Olga, etc.
Across the pond in the United States the daughters have been in correspondence with a number of well to do families. Most of these with Russian heritage, naturally sympathetic to the Romanov's ordeal, who "humbly" offer their homes and service as an alternative to their cramped lifestyle in England (think something along the lines of Sergei Rachmaninoff taking in Anna Anderson).
The year is now 1920 or '21. The family, barely functioning as a unit in spite of their deep faith and love for one another has reached a breaking point. The daughters, and to a lesser extend Alexei, naturally want experiences (and love) not afforded to them in their current situation. Already weary of post-war Europe they are provided with an offer from a wealthy aristocratic family in New York City. OTMA decides this is an opportunity they cannot refuse. They construct an elaborate lie, telling their parents that they are on a two month voyage across the Atlantic to see and experience America, when instead they hope to make the Big Apple their permanent residence. Nicholas & Alexandra are barred from traveling abroad, and Alexei is too weak and needy to take part in the initial journey, but the daughters (all adults now anyway) are free to go.
They come to New York City, the details of their arrival having been leaked to the press, and much to their surprise are greeted by a rapturous welcome. The daughters are instantly thrust into the limelight of the "Roaring 20s" and become popular socialites. Many opportunities are afforded to them...some titillating, other outlandish. The obstreperous yet charming Anastasia, with her relative youth and dramatic flare, proves a natural for the stage or film...something that she will ultimately make a career out of. Maria prefers a more secluded lifestyle after deciding to elope with an Aristocratic former soldier of Russian lineage. Olga and Tatiana become the object of affection for many an eligible bachelor...
Tim and/or
Ann, care to write the rest or fill in the blanks? lol, you're better at this sort of thing than me :-)