Though it makes sense that The King's Man alters a lot of real history to suit its fantastical action-adventure plot, it should have stuck closer to the facts in its depiction of Rasputin's death. As part of the evil (and fictional) secret organization at the center of the film's conflict, it is understandable that the protagonists would fight him. Nevertheless, the film would have benefited from changing fewer of the actual facts behind the assassination.
In The King's Man, Rasputin is killed by the Duke of Oxford, the Duke's son Conrad, and their compatriots Polly and Shola. The manner of Rasputin's death in the movie does bear a few similarities to real life: for example, Rasputin's assassins did feed him cake laced with cyanide. When this didn't work, they shot him, but he still survived. Eventually, he was discovered in the Neva river. However, in reality, these assassins, rather than being Englishmen, were Russian aristocrats led by Prince Felix Yusupov. Strangely enough, Yusupov is also in the film: he is the Duke's cousin and invites him and Conrad to Russia after expressing concern over Rasputin. However, once they arrive, he never appears again, and takes no part in planning or carrying out the assassination.
There have been theories that the British Secret Intelligence Service were involved in Rasputin's assassination for the same reason shown in The King's Man: that they were concerned Rasputin's influence would cause Russia to no longer be helpful to the British during World War I. Some aspects of this theory even suggest that an agent named Rayner, who went to Oxford with Yusupov, was the one to personally shoot Rasputin. There is no evidence that this is true, however. These theories do potentially give the Duke's involvement fun historical detail. However, it also feels offensive and hypocritical not to make Yusupov a bigger character in The King's Man and give him a role more similar to that he had in real life, especially considering the film's message about other countries' self-determination and the fact that Yusupov already existed within the world of the story.
One reason the change is somewhat hypocritical is because it goes against one of the film's messages about England's role in other countries' affairs. Not only does The Shepherd's resentment against England for its tyranny against Scotland form his motivations–the Duke himself says to Conrad "When I was young, like you, I wanted to serve my country...But soon I began to question what right we had to take the land, riches, and the lives of people who were only defending their homeland." Making the Duke and his allies Rasputin's assassins is offensive to Russian history since it again puts England, which is so notorious for meddling in other countries' affairs, at the center of a major historical event–even though, in this case, it actually wasn't there at all. It suggests that Russia was in need of saving by the English, instead of by its own people, and erases the Russian noblemen who actually orchestrated the assassination. If Yusupov did not exist in the film's universe, it might be easier to draw attention away from this. However, Yusupov is already a minor character and the Duke's cousin, making it even stranger and more conspicuous that he isn't the one to lead the assassination.
Additionally, it would have been a simple matter to combine the Duke's story with Yusupov's real-life narrative. Since he is already in the movie, Yusupov could have simply been made a more significant character. Oxford, Conrad, Shola, and Polly could have then helped him–and perhaps some additional Russian co-conspirators–with the assassination rather than being the ones responsible for it. Although The King's Man isn't a particularly deep movie, it should still be expected to stick to its principles, and would have done so better without changing Rasputin's death as much as it did.