Of course there is always a endless wealth of possibilities when one imagines two dowagers with Gotha in hand going at it...but the reality of this particular situation is so very hard to consider.
For starters, aftre the revolution most families shunned entanglments with the deposed Romanovs, who really were treated badly, by many of their European relations.
Then there is the issue of the geopoltical and protocol complications that Elizabeth of Great Britain's marriage to a Russian exile would have caused between the Uk and Stalinist Russia.
Third, Queen Mary did not really care much for Xenia's family, and that is amply documented.
Fourth, Elizabeth had lost her heart to Prince Philip of Greece and Denmark (aka Philip Mountbatten - dumbest name change ever) a few years before.
Shall I continue! ;-)
Arturo Beéche