Same goes with the Ethel storyline. I loved how the women all stood up to Robert, but don't believe it was in any way an accurate historical portrayal.
I think much of what the story conveys about the Crawleys attitudes are historically inaccurate. Their involvement in Bates and Anna's lives is also unlikely. Lord Grantham ever having accepted Carson's past on the stage is also not a likely thing.
But I did enjoy the fact that the story treated that "Eek! Ethel has been working as a prostitute!" (and for once it wasn't poor, socially clueless Isobel trumpeting that fact) as if it happened in context to everything else that happened in the story. Almost everything involving the Crawleys would have them as a rather infamous family. Whether it was Mary's Pamuk scandal, poor Edith being left at the altar in front of just about everyone she knows or even Sybil dying in childbirth after having given birth to the driver's baby.
Robert's fluttery, vapor-filled reaction was likely closer to historically accurate, but the Crawley family just sort of shrugging at this stage and saying, "Well, we've already eaten the mousse as it is. Why let the pudding go to waste?" fit with what has happened within the Crawley family in the time we've known them. They are Scandal in Nice Dresses and smart hats, basically.
Plus, Matthew's mother -- the future Lord Grantham -- having a former prostitute in her employ does as much, if not more damage than the Crawley women refusing to leave. That none of them reacted with so much as a gasp of horror indicates a couple of things -- they have changed from their experiences. It makes sense that Mary wouldn't fall down in a faint, she's had not one, not two, but three rather significant scandals attached to her (Pamuk, the broken engagement with Richard and then marrying Matthew after Lavinia shuffled off the mortal coil at the big house). Edith too would be a bit over caring what people were saying by necessity, because my God, tongues would wag about what made Anthony dump her in front of everyone. Cora is used to being the subject of the stink-eye and hairy-eyeball simply because everyone would know she had been married for her fortune and then every single last one of her daughters had some rather significant social scandal attached to them.
Sure, it's historically inaccurate, but frankly, they'd already be so socially ruined and probably already rumored to be completely and utterly insane as a family that it likely wouldn't matter. "Memo to Lord Grantham: Embrace the Wild Eccentric Label, it's preferable to the Cursed Crawleys thing you have going now."
I also liked that Robert isn't really super scandalized. He's receiving this news from his former Stage Persona Butler and later will be just delighted that his accused of homicide servant is bound for home. Robert was just seizing on the opportunity to have an excuse to talk to Cora as much as anything and she stood her ground. The whole thing was barely about Ethel within the context of the story.
Sure, they couldn't really exist in that world, and Fellowes takes such license with everything he might as well have them be time-travelers at the end of the day, but I liked seeing the characters react as if they've been present for their storylines and growing with them.
Also I'm assuming that Bates immediate doing of something stupid will bring still more scandal down upon them all, so they might as well eat the pudding.