I feel like this is giving them a bit too much credit, it's pretending like they had the dignity to be indignant in the first place. In reality Nicholas had no idea what was going on, his last moments weren't begging in powerless rage. His last words were literally "what?... What?".
I feel like most people like to portray the romanovs like they were from game of thrones, when in reality it was a lot more like if Buster or Gob from arrested development ran a totalitarian empire.