Why was Alexei dressed like a girl as an infant and toddler, and his hair color?

[Selencia]

I've only seen one picture of Alexei where he looks remarkably like a girl and it is in DIANE's signature. I always just assumed it was something done to babies, but I assumed it stopped once they started walking. It's hard to believe Nicholas would be ok with this practice, but I have to continuously reminds myself that it was normal back then. Anyone have any pictures of Nicholas dressed as a girl?