Well, here in my country, people mixes all time English words in their conversations (a think I find pretty anoying, and snobish) and it's the same in all Western world nowadays...and anyone makes any fuss about the "Englisation" of language, if you allows me to use an invented word.
But I think that the main reason for some people using the French way to speak about the Romanovs is that some interesting books about them where published in France soon after Russian Revolution. French people developped a great fascination about Romanovs and that's there for something. Other very known case of French influence is the "Sissi" one. We pronounced the Empress name puting all the emphasis in the last part of the name, when in German, the original language of this historical character it happens exactly the opposite. Besides, the correct way of writing Elizabeth of Austria nickname is "Sisi". She, herself signed this way. The reason we put the second "s" is the name pronunciation in French. Two "s" is a soft sound, but just one is heavier...However, nowadays, any of us will write "Sisi".
The other reason the Russian names could appear written in French way is that the person who writes them could be...simply French, and make a mistake whithout meaning it, or whithout even realizing it. So, why can't we live in peace with others? I understand perfectly when someone writes "Tatjana", and I know why, she/he writes this way. No real problem with it.
The correct way of writing these names are only one: using cyrillic alphabet , But I don't think we need it, We all understand what the other is saying, and if not, we can always ask. Here there is a lot of people whose first language is not English (like me), and could make mistakes...so, it's better to help them, inestead of scold them.
RealAnastasia.