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Continuity mistake: When the Dowager Empress is walking towards the door and says the cinnamon smell is from an oil, her reflection in the mirror exactly matches her movements, including when she turns, when it should show a mirror image. Note the blue sash is on the same side in both. A quick reflection of Anastasia's head just before when she says "I just want to know who I am" has the same problem. After they sit the reflections appears to be right. (01:09:40)
Answer: Because she is an old lady, the last of the Romanov line. She was no threat to him, when she died, it would be over.