When the radio is switched on for the King's Abdication speech, the dial light turns on and sound is heard instantly. In the 1930's radios did not switch on instantly - they had valves which required a minute or so to "warm up". (The filaments in them needed to become virtually incandescent to emit electrons).
It's only since the application of the transistor to radio technology in the 1950's that radios switch on instantly.
Agnes seems to have stopped smoking while pregnant, very unlikely.