As much as you'd like to think the majority of America was listening to Fletcher Henderson, King Oliver, Bessie Smith and Louis Armstrong in the early days of recorded popular music, you'd be extremely wrong.
As I said last night, the majority of America really wasn't aware that "hot Jazz" (as it was later known) actually existed aside from a small group of people, cognoscenti who spread the word.
No, the majority of America in the 1920's and early 30's went out for "sweet bands", big bands which were good, proficient but not "edgy". The Casa Loma Orchestra were one of the more popular examples of that genre. Although they did transition over to Swing in the later 1930's, this recording, made in December 1930 had all the earmarks of light, breezy and uncomplicated. No improvised solos, a tight ensemble (usually with strings) and always a vocal chorus that was neutral, bland and over-annunciated.
Little Did I Know was the norm for popular music of the early 1930's. The diet was rather plain for Depression-era America.