Yes she rarely joined them. But we can't blame her: the guards weren't glad seeing her. But there's a cute story which took place in Tsarskoe Selo captivity period which Baroness Buxhoeveden recounted in her book in Alix. There it's stated one soldier confronted her with many questions about her love for Russia (as he doubted her love for their country). Alix responded that she really wanted to tour around the country however the consecutive birth of her children and taking care of them herself (she was indeed a hands-on parent if you read more about her) and her subsequent illnesses (her heart problem, sciatica) all precluded her from doing so. The guard was impressed by her openness and kindness that Baroness Buxhoeveden noticed him eventually softening towards the Empress. Their conversation actually went on after those question and answer portion. God know what they talked about and I'm sad it's not possible for Sophie B. to write them down :'( Next time when the Empress came out, that very soldier began helping the Empress whenever he could. Beautiful story..
People here, there are actually lots of books about them currently published - mostly collection of their letters - they are fantastic to read (for fans of course, hehe). However don't ask me how they are or how the books give more info about the children because I haven't bought even one of those books~ I just depended my opinion upon buyers' comments.
"And now I know what they're saying as our hearts go to their graves. And we made our love on wasteland...and through the barricades." - Through the Barricades (1986) sung by Spandau Ballet