I think the Queen Mum was genuinely surprised Wallis and David stayed together. Perhaps she thought she misjudged them a bit and that's why she softened to Wallis. I've always gotten the impression Bertie and Elizabeth disliked Wallis so much partly because they felt she didn't love David and was using him. They thought after he abdicated she would eventually leave him; that's one of the reasons she was denied the HRH. She had been divorced twice, why not a third time? If you read the letters Bertie and Elizabeth wrote David at the time of the abdication you can see they really did care about him and what he was feeling. They didn't mention it to him, but in letters to friends and relatives Elizabeth said she was convinced David would end up being very hurt by Wallis and regretting giving up the throne for her.
I don't feel bad for Wallis except when it came to the end of her life. No one deserves that. When it came to the scandal, it was not the first media sensation. Wallis was a fan of Charlie Chaplin who had had some scandals over his love life so surely she was aware of that. When you get involved with someone really famous it will eventually get out. David had had some privacy with previous girlfriends in Britain, but not with American tabloids, though they frequently got things wrong. Wallis would have had to have been pretty damn naive to think there would never ba a scandal if she kept things up with David. I've also always believed the scandal bothered her more than the abdication. She didn't want David to abdicate that's true, but if you read the letter she wrote him when she asked him notto abdicate the main fears and doubts she expresses are in regards to how things will look and how the media is treating her. She constantly complains about the way the press is treating her and the reporters following her around. She also got death threats and someone threw a brick at her house. If David had been king of some tiny little kingdom in Eastern Europe that no one cared about and the abdication and marriage had happened with little comment I think Wallis would have been much less upset.
I believe that Wallis did love David and wanted to be with him, if not marry him. If she didn't I would certainly not have any sympathy for her being "trapped" into marriage with him. If she didn't love him that means she lied for years about loving him. That means she was willing to divorce her husband to marry him just because she wanted a title. And she did want that divorce, whatever anyone says. She wrote her Aunt Bessie saying so and she had a lot less motive to lie to her than to Ernest. If you lie to someone to exploit them into giving you things and then they assume you actually love them that's not their fault. While it may have been hard for her to get out by late 1936 she had plenty of a chance to break up with him if she didn't love him before things got so serious. If she didn't love him she shouldn't have acted like she did and she shouldn't have told him she did. If she wanted to stay with Ernest so bad she shouldn't have filed for divorce. Furthermore if she was so unhappy and miserable with David she shouldn't have stayed with him for so long. Sure, it would have looked bad, but a lot of people already hated her and didn't think the marriage would last anyways. No one was forcing her to stay. No one forced her to get involved with David in the first place. No one forced her to divorce Ernest. If she was so misrable it was because she made her own bed and had to lie in it.
But it doesn't really matter, because I do think she loved David and I don't think she was ever really miserable with him. There was conflict in their marriage just like every marriage and I'm sure there were things about him she didn't like, but the same could be said for anyone in a long-term relationship. I think this idea the Windsor marriage was so awful comes from wishful thinking on the part of people who don't think they deserved to be happy. Sort of like those rumors that occasionally turn up about Charles and Camilla getting divorced. None of this comes from Wallis and David themselves; they always maintained they were happy. Of course they weren't always happy and I'm sure both of them had regrets they prefered not to talk about, but it's a pretty far stretch to suggest that means they were miserable and Wallis never loved David. Both among people who like them and people who hate them there seems to be this strong aversion to even suggesting that they might have just had an ordinary relationship that tuned into a perfectly normal marriage just like anyone else's.
It was either they had the most perfect love story ever or they were absolutely miserable.