I think the removable ribbon might have been done to accommodate the tiara when worn as on a kokoshnik headdress. There was also mention of it being damaged in transit, correct? I wouldn't be surprised if the ribbon sustained some damage during those times. When Queen Mary wore it, to me it didn't look like it was as wide as when the Grand Duchess wore it, perhaps a result of the alteration of the ribbon?

By the way, great posts! It seems I have found a new blog to read.