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Maria Cristina was against the marriage for two main reasons:

1. She was very much aware that Ena could be a hemophilia carrier, which she was, and feared she might cause the end of the spanish Bourbons.

2. She was a proud Habsburg and resented that Ena's paternal grand-mother was a mere countess ... which was more important as who her maternal grand-mother was .

In the series M.C. seems to have been a very strong-minded lady with a great influence on Alfonso (except for her marriage).

Alfonso, in the beginning of their courtship, might have looked very much infatuated with Ena - his letters to her show it, but their relation began out of spite.

He had gone to London to ask Patsy Connaught's hand but she turned him down, which was a severe humiliation.
Patsy said she would not be Queen of a country of barbarians .

Ena was obviously a second choice, someone he did not even know who she was.
And, at the same time, Alfonso was corresponding with Beatrice of Saxe-Coburg-Gotha, just in case, if Ena would reject him too.