Injecting traces of whimsy into a historical tragedy is a precarious thing. If you do it well, you get Anthony Doerr’s All the Light We Cannot See, but if you do it poorly, you get Netflix’s All the Light We Cannot See. And it isn’t some clear-cut empirical thing, since Life Is Beautiful and Jojo Rabbit are Oscar-winning classics for some and unbearable pablum to others. (Me, I am Others.)

One person’s “restraint” is another person’s “excessively muted” and yet another person’s “still too darned sentimental.”

I’m here to praise Showtime’s A Gentleman in Moscow for its general restraint. The limited series take on Amor Towles’ 2016 novel tiptoes along an allegorical line, without toppling over into either outright whimsy or voyeuristic gawking at the flawed idealism and generational traumas of the Bolshevik Revolution. It’s a dark story that still has some levity,...