Tsar did speak Russian just fine, but his wife did not even after 20+ years of being in Russia. Royal family spoke english among themselves and in every case where she was present, and this was probably source of the contempt Russians had for them in that regard.
You maybe confused it with Prussian king Friedrich the Great who hated German and insisted everyone speak French in his presence (except soldiers).
Another fun monarch was the "good king" Richard Lionheart who hated everything about England, didn't know english (generations after Norman conquest!) and wanted to sell London but nobody would buy.