The Windsors were just a footnote in history, in Britain. I do not know where you got the cheering crowds from, but that was a fantasy. They were never "exiled" they just chose to live in luxury in France. David/Edward was discredited, rightly or wrongly for his support for Hitler- that stayed with him. And Wallis was simply disliked and an American adventuress. Also, rightly or wrongly. But she made the best of it, lived the good, if vacuous life.
As an aside, I have made her supposedly famous "Baltimore Fried Chicken" on several occasions, and it is pretty good, better than KFC any day!