What has always facinated me about Olga and Michael, is how different they were to their other siblings.
They both married non royals, and appeared to be completely unpretentious. Olga moved to Canada, and lived in a little house, painted, and worked very hard at surviving. Michael as well, lived in a very ordinary house with Natasha in Gatchina.
I think perhaps they inherited their fathers love of a simple life, and dislike of pomp and ceremony.
Xenia, on the other hand, remained fairly close to her Royal connections, and lived at Wilderness House close to Hampton Court, which was a "grace and favour" property and given to her by George V . I read somewhere that she was also a fairly regular guest of the Royal Family.
Perhaps it was harder for her to let go of her previous life, or accept that her previous life was gone. I think she was much more "Royal" than her brother and sister.
Does anyone know what Olga's relationship was with her sister ? They dont appear to have seen each other after Olga moved to Canada. Perhaps there was some sort of disagreement between them, I would imagine that in a family which went through so much trauma, emotions would perhaps have been a bit strained, at the best of times.