Looking at royal deaths I think it quite possible that she is wearing Jet as there were quite a few high profile royal deaths in 1897-98 including the Empress Elizabeth, the Queen of Denmark (Queen Alexandra’s mother) and her own mother the Duchess of Teck.

Infanta María Luisa Fernanda of Spain, Duchess of Montpensier 2 February 1897
Prince Luigi of Bourbon-Two Sicilies, Count of Aquila 5 March 1897
Princess Sophie of the Netherlands Grand Duchess of Saxe-Weimar-Eisenach 23 March 1897
Grand Duke Frederick Francis III of Mecklenburg-Schwerin 10 April 1897
Prince Louis William Augustus of Baden 27 April 1897
Duchess Sophie Charlotte Augustine in Bavaria Duchess of Alençon 4 May 1897
Prince Henri Eugène Philippe Louis d'Orléans, Duke of Aumale 7 May 1897
Infanta Isabel Fernanda of Bourbon 8 May 1897
Princess Agnes of Anhalt-Dessau Duchess of Saxe-Altenberg 23 October 1897
Princess Mary Adelaide of Cambridge Duchess of Teck 27 October 1897

Princess Francisca of Brazil Princesse de Joinville 27 March 1898
Archduke Leopold Ludwig of Austria 24 May 1898
Duchess Elisabeth in Bavaria Empress of Austria 10 September 1898
Princess Louise of Hesse-Kassel Queen of Denmark 29 September 1898
Princess Marie of Saxe-Altenburg Princess Albert of Prussia 8 October 1898
Princess Maria Antonia of the Two Sicilies Grand Duchess of Tuscany 7 November 1898
Princess Augusta of Württemberg Princess Hermann of Saxe-Weimar-Eisenach
3 December 1898
Princess Catherine Frederica Charlotte of Württemberg Princess Frederick of Württemberg 6 December 1898