I quick word on the title itself. "Grand Duchess" is a translation of великая княжна (velikaya knyazhna), although you could just as easily translate it as "Great Princess" or something along those lines. A knyaz or knyazhna is an ancient title for Russian (and Ruthenian) nobility. I have written a little more about the history of the title specifically in the Lithuanian context here.

As for why a Grand Duchess in the 19th or 20th century was a Grand Duchess and not a Tsarevna: this is because of the 1797 Pauline House Law reforms. Prior to this, under rules instituted by Peter the Great, any son of a reigning tsar (or tsarina) was a tsarevich, and any daughter a tsarevna. The reigning tsar/tsarina could designate any of them as a successor. Paul tightened the laws so that only the oldest son of the tsar (and it was specifically a tsar, not a reigning tsarina) was the successor (and hence tsarevich). If there was no living tsarevich of the tsar it would pass to another male via primogeniture rules. After this, all other children of a tsar had a lesser princely title.