Yes, we noticed that the Romanovs have in their family tree a certain Anastasia Romanovna (1530-1560) to whom their surname is owed, Romanovna, according to the Russian custom, meaning the daughter of Roman Zahkaryin-Yuriev, her father's first name being Roman, her husband being Ivan the Terrible of the previous Rurik dynasty. Even so the link is somewhat indirect, the Romanov dynasty emerging after 50 years of turmoil, led by a czar, Michael of Russia, for whom Anastasia was his grand aunt, being the sister of his paternal grandfather.
Yes, we get the idea that the Russians will say that you are almost not Russian, mostly German or Polish or other European nationalities. Queen Victoria in the 19th century expressed her dislike of the personal appearance of the Prince of Orange, whom she considered too Russian or Slavic phrenologically speaking, to suit her tastes.
But these questions are way out of my sphere of personal concerns. The wheels of history move very slowly, and who can say what that will mean in another hundred years or more?