Ever-useful Wikipedia entry on Caldicott and Charters:
"In 'The Lady Vanishes,' the pair are hilariously singleminded cricket fans, rushing back to England to see the last days of a test match. They proved so popular with audiences that they recurred in the Gilliat-and-Launder films 'Night Train to Munich' (1940, also starring Margaret Lockwood) and 'Millions Like Us' (1943), and in the BBC radio serials 'Crook's Tour' (1941, made into a film later that year) and 'Secret Mission 609' (1942).
Do you suppose the filmmakers anticipated the pair's reception and thus left in so many scenes with them at the beginning of the movie? Because the lagging start easily could have been fixed by taking out the recurring scenes where they share a room with the maid. Erin said earlier that "LV" was like watching three distinct movies, so maybe stock insular Englishmen were a better fit for a different kind of film. Consider the comparative setup for the illicit lovers -- their backstory was set up quickly and effectively before the story went back to the lead developments.
