Wow. have you asked a loaded question...
My opinion:
It is true that anti-semitism was pretty pervasive at the time. I gather a book "Protocols of the Elders of Zion" propagated this,. The book, of course was a fraud.
I have never even seen a copy of it, but it is often referred to.
In any case, in my opinion, the pogroms, although not as many as seem to be thought, were actually a political ruse, i.e. scapegoats. It was not just Jews, but "old believers" were often victims as well.
Now, with that in mind, Jews were also welcomed in government service. There were several personal friends of the Romanovs that were Jewish.
Personally, I do not think the Romanovs thought of Jews any differently than anyone else. That is, they could have a close servant or friend who was Jewish, but at the same time spout vituperative racist nonsense without knowing it. But when it came to political decisions, they were at the mercy of their ministers, who in turn, were at the mercy of the whims of power.
Alexander III seems to have been the worst in this, but he was flawed by many circumstances, racist prejudice just being one.