I think they have very high expectations for themselves, their Fed has very high expectations for them, and the media does as well. I'd be tempted to say that we started to expect perfection from a 16 year old when Evgenia Medvedeva had her two year streak of victory after victory, and then when Alina Zagitova had her phenomenal senior debut season, the standards were set for the Russian girls turning senior from Team Tutberidze. As a whole, the group presents very polished, very consistent skaters, and we are now so used to them winning that they are considered to have bombed if they don't finish in the top three, and can be written off even if they finish second. Which is not a healthy attitude for us to have as fans, I think - there are inevitably going to be ups and downs in a skater's career, and to demand that they are always perfect is setting ourselves up for disappointment.
To bring this specifically to Aliona, I remember last season that she had one JGP SP that did not go to plan, and she was so upset, because she appears to be very much a perfectionist by nature. She looked unhappy when she finished her RussNats gala exhibition, because she made a mistake in it, and that isn't even a competition. Plus, she said it herself in the Euros press conference, that Alexandra and Anna want to be the best, but she aims to skate clean and be satisfied with her performance. She wants that perfection and consistency, and because she has exhibited both of these qualities in spades for a teenager, both as a junior and now as a new senior, I guess we (using a very general we here) are so used to the standard she has set that when she has a day that is not so perfect, not as consistent, we sometimes react more strongly than we should.
(As a horse person side note, I think it is very good for Aliona to have horse riding as a hobby, because horses teach you to accept good enough instead of perfect, because trying to drill a very large prey animal until it is perfect tends to end not so well. You learn patience and generosity for mistakes when working with horses, and how to learn from them, put them in the past, and move on, which I think are skills that can benefit any athlete, but especially the perfectionists, like Aliona.)