This is totally conjecture on my part, but could the turn-of-the-century, pre-WWI sense of optimism, if not mastery and control, the British ruling class was flush with, have made belief in an afterlife that was both positive and real (there IS one, we all live on) AND possible to reach now (talk to the dead thru mediums)? It's a lot more fun and exciting and, well, fitting, if you feel like the world is your oyster, to have faith that the afterworld is too, and accessible. A way to find comfort in a world that, no matter how Brittania ruled the waves and God smiled on the Empire, still seemed to have plenty of everyday senseless death and destruction, even in the lives of good respectable middle class Victorians/Edwardians.