"In the purple" is a phrase that's used quite a bit when talking about the Russian Empire. Purple is considered the color of royalty in Russia and reigning. To be born "in the purple" is to be born while your parents are reigning. For an example all of the children of Nicholas II are "born in the purple" as their father became Tsar before they were born. In contrast, Grand duchess Olga Alexandrovna was the only child born to Alexander III who was "born in the purple" all of the other children were born during the reign of their grandfather Alexander II.