They were innocent. The Tzar had given up the thrown. He may have been a fool and too kind for the Job of Autocrat—to a lesser degree his wife—BUT the children were innocent, so too the servants. They didn’t deserve to be murdered. In this act, the Soviets were stained by the blood of innocents—a bloodbath that would continue for 75 years. In a way these were just the first, of millions to be sacrificed to the Moloch of Marxism. They will, sadly, not be the last.
We need to keep in mind that “holy” doesn’t necessarily mean “never sinned,” and certainly doesn’t mean “never showed poor judgment.” The book I posted about above goes into detail about the Tsar and Tsarina’s involvement with Rasputin, and a reader can form his own opinion about it. Certainly there’s not much doubt about “poor judgment,” but one also needs to consider this episode as, perhaps, an excess of genuinely holy religious fervor, as well as taking into account their desperate anxiety over their son.
Without claiming truly to understand Orthodox spirituality - dear Kolokotronis several times called me a “****ed Augustinian” - I will venture to say that the Romanovs are to some extent a symbol of Russia itself, “Holy Mother Russia,” suffering and devastated under the Soviets. The popular devotion to the Royal Martyrs began (per the book above) immediately after their deaths, and continued throughout the Soviet period, at great personal risk to the faithful who made offerings or went to pray at the site of the murders. The Russian Orthodox Church debated over their recognition as martyrs, and made the decision in large part under the influence of the devotion of the common believers.
This part, however:
The Tzar had given up the [throne]
...is questionable. The abdication is written in pencil, the only document by the Tsar's hand not written in ink, and appeared in the papers before the cable containing it could physically arrive. There was at least an undue pressure put on His Majesty by "cowards and traitors" as he summarily called them at the time. In any event, that is not a legally valid abdication even if written by him.