separatism would be a large problem
almoust constant war and the sheer sise of the red army stoped most attepts of sucesfull separation of colonised nations from the russian empire
without comunism and staljinist terror to keep the peoples in line the tsarists would have to invent something similar, and spend huge amounts on the army, with gulags springing up all over sibiria just like in OTL
rasism would be a big problem too, as well as a tendency to controll people through ortodox fundamentalism wich saw little diference between state and church as the tsar was also officially the head religious leader, or second to it, a holy figure ider way, leading to fundamentalism and backwardness
also it is questionable if any tsar could repeat the staljinist stile industrial leap, especialy since a world war was inevitable, it was olnly a question of when, and the longer the peace of the bell epoque lasted the more powerfull and tehnologically adwanced the european armies would of become, the more dewastating the war for all nations, and how the russian imerial army with their single shot mossin nagats and oldfashioned officer comand would do in such a conflict would probably not differ much from OTL
unless enough time passed for the germans use diplomacy and realpolitics to ally the russians to the CP, as was past Wiliam I politics of joining up against the british and making more aliances, but this would meen a more rational politician is in charge of germany instead of Wiliam II
even if a comunist revolution would of been avoided civil war would still be a verry serious possibility, especially with reforms, since the ones that would opose them most in a feudal society would be the ones controling the army and the capital
an interesting dewelopment would be possible howewer if the course of things went similar to italy, a "march on st.petersburg" bi some rising socialist/generic/militarist party similar to the fashists or an beter organised anarchist/socialist movement, remember futurism and constructivism were as important as they were strong in russian subculture of the time, almost as much as in italy