With the exception of Danish Dagmar all empresses and the wives of future Tsars were German princesses by birth. Only two grand dukes married Greek princesses and two ended up marrying Montenegrin princesses. If you start with Peter I's offspring and that of his brother Ivan V. Before them only Tsars married into the Russian Boyar class with the occasional princess from neighbouring nations. Think of the Byzantine princess Helena.
So German brides were the norm from the 18th century onwards. Only two empress-consorts made it to empress-regnant: Catherine I after the death of her husband Peter I and Catherine II after taking the throne from her husband Peter III.
Ailx of Hesse was the only Romanov bride who ended up being executed. Though some earlier Tsarinas may have been poisoned.
Outside Nicholas II several other tsars were killed. His grandfather Alexander II died after a bomb attack, Ivan VI was killed by his guards during an attempt to free him, Peter III and Paul I both were murdered.
It is interesting to see how 2 German princesses, Catherine and Alex, both consorts to a Imperial monarch of Russia, and how they ended up in their stations of life. One invited to replace her husband on the imperial throne. The other eventually shot to death. What that a frequent happening in Russia?