Why?
Alxendra was Nicholas’ innocent consort, so I don’t see why she should get any blame. However, Nicholas II did preside over a bloody and arbitrary regime that ruled through tyranny and brute force.
You could argue that Nicholas II was in some ways a victim of circumstances, having been born into a situation where he would one day inherit the position of an autocrat in charge of a backwards Empire, but you cannot say his hands were entirely free of blood.
That said, judging from the history of Russia and the cultural mindset of the Russians, I tend to lean towards the conclusion that the Russians are fundamentally incapable of living under anything less than an authoritarian government. As Stalin once said ‘The Russian People need a tsar’...
Absolute monarchs, by definition, have absolute responsibility for all decisions made by their government.
Nick made the decision to take Russia into a war for which it was woefully unprepared, resulting in the deaths of millions.
He also bears at least some moral responsibility for repressive policies in the years before the war, including support of pogroms against the Jews, repression of democratic movements that might have led towards a constitutional monarchy, etc.
Alexandra shares this responsibility because it was well known that he was heavily influenced by her.
BTW, I didn’t say I necessarily believed their fates deserved. I said it is possible to make such an argument, which it is.