Just because he was of German and Danish descent, doesn't mean he wasn't also Russian .

Nicholas' mother was a Danish princess, and his grandmother was a princess of Hesse (now a part of Germany), but his paternal line was Russian. He was a direct descendant of Peter the Great.

There was a direct line of descent in the Romanovs to Peter I, although there were persistent rumors that Paul I was not Peter III's biological son and instead a byproduct of one of Catherine II's liaisons. The Romanovs also had a strong tendency to marry outside Russia into European nobility, usually from the German states. This was a Petrine legacy in that it not only normalized the Romanovs as a European dynasty but it also lessened the powers and prestige of the Russian nobility. One of the larger themes in Romanov rule in the eighteenth and early nineteenth century was the locking out of the Russian nobility from positions of autonomous power within the Russian state apparatus. A Russian-born tsarina would have relatives within the Russian nobility and their own faction. Marrying outside of Russia not only made the dynasty an international one, but also reinforced the message to the Russian nobles that they were servants and could not hope to be elevated to the level of the emperor.

It also should be stressed that the Romanovs had a very strained relationship with Great Russian nationalism. The ethnic Great Russians consisted of at best estimate less than half of the total imperial population for the nineteenth century. While some Emperors were more comfortable using Great Russian nationalism for their own ends, most notably the archconservative Alexander III, it was something of a difficult tool to wield. Great Russian nationalism opened up the thorny question of where the rest of the Empire's non-Russians fit within the imperial structure. The Romanovs in the nineteenth century did prioritize Great Russian ethnicity and placed them first in the imperial pecking order, but the Romanov autocrats were also skeptical of nationalism as it was associated with notions of republican democracy as well as an idea that the nation was a greater source of authority and loyalty than the tsar.