Well for one thing Maria Pavlovna, when she married Prince Vilhelm, gained the style of Royal Highness and would have become a Imperial and Royal Highness not just an Imperial Highness. As for where I found this out, I think it was on this board when talking about how Maria Pavlovna liked to be styled , officially, simply as a Royal Highness so she didn't make her husband feel inferior. However the King of Sweden always insisted that, in private, she be addressed by her correct style of Imperial and Royal Highness which greatly irked Vilhelm. Also wikipedia states that another pre-1918 Romanov bride, Elena Vladimirovna, after her marriage to a royal prince was styled as a Imperial and Royal Highness.