I know You're probably asking what do the Romanov family have to do with Romania?
Simple, a lot, like so many other Balkan provinces before the First World war, the royal families had many links between them. In 1913, there were rumors that Grand Duchess Olga of Russia and Prince Carol of Romania were to be engaged nothing came of that, and Olga would be murdered in 1918.
Carol would eventually marry another woman of Romanov descent, Princess Helen of Greece, whose grandmother was also a Romanov.
As you all know Queen Marie of Romania was a granddaughter of Tsar Alexander II.