Nicholas and his wife were wholly unprepared for the events that were to befall them. Nicholas was unlike his father in stature and personality, he did not have the same forceful aptitude and was not up to the task of ruling. His wife in tandem was completely preoccupied with the safety of her hemophiliac son. She had not assimilated to Russia well, her Victorian upbringing contrasted with the theatrical opulence of the Russian court, as such she isolated herself and pushed similar sentiments onto her husband, which were only exasperated by the introduction of the polarizing faith-healer Rasputin (it's important to note, nobody knew the Romanov heir had hemophilia outside of the immediate family- so to everyone else, courtier & public alike, it looked as though the Tsarina was bewitched, cavorting with the unkempt, disheveled, notorious womanizer peasant.) As such, they lived in what was arguably a complete echo chamber, unaware of the growing diaspora of the common people (who's only want was 'bread & peace'.) When events started to deteriorate, following the disastrous war, they didn't realize or anticipate the gravity of the situation, or the danger to their personal safety. When they did try to leave, it was too late (the Tsar's own doppelganger-like cousin King George actually rescinded his offer to appropriate the royal family, fearing their presence would stoke anti-monarchical sentiments in England, and calls for a similar revolution and desire for a Republic). Even Kaiser Wilhelm thought about taking them in (popular belief is that he still held a torch for the Tsarina, formerly Alix of Hesse, whom he'd actually tried to marry- I believe she rejected him.) So, the answer to this question is really two-fold. 1) The changing environment from 'divine right of Kings' led the royal family to under-assume the danger they were in, and 2) The fact that the other monarchies of Europe were completely rattled by the spurring revolution, which was foreboding for their own shaky holds on power.