I should also add that it is very easy to empathise (if not sympathise) where Windsor was coming from. Take a look at this:
Tsar Nicholas II and George V look like identical twins. They are relatives after all. When the Bolsheviks took over, they murdered a large number of Windsor's relatives. The Duke of Edinburgh recently said of the Communists that "the bastards murdered half my family". Part of the support amongst the British upper classes for fascism came from a hatred for Communism, and a desire to avenge their murdered Romanov relatives. The Nazis were the most vitriolic anti-Bolshevik political force in the 1930s, and it is not surprising then that a large proportion of the British upper class supported them. This explains why, in the middle of WWII, Windsor wanted Churchill and Hitler to "kiss and make up": to join forces in a battle to exterminate Bolshevism, and avenge the murdered Romanovs.
From Windsor's point of view, he almost certainly also saw it as an opportunity for the Royal Family to regain real and meaningful political power, rather than remaining an impotent symbolic head of state. The fact that Windsor made blatant political statements, flagrantly in contradiction to the British government to a degree unthinkable from the Royal Family today, reveals a keen political mind - and not naive in the slightest degree. The only naive thing about Windsor was his belief that it was only a matter of time before Hitler deposed the British government, and that he would be redeemed from his shameful place as the Governor of the Bahamas to be reinstated as the Leader of Fascist Britain.
As I'm sure you know, Nicholas II begged his cousin, George V to allow his (Nicholas's) family to come to England to live when they were under threat. George refused, because his own political position was precarious. Of course he didn't know what would happen at Yekaterinburg.
Edited by tailleuse, 09 October 2011 - 11:27 AM.