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because you already have devices that perform the same functions (valves). the good of going solid-state is having a device that act as a valve, but is smaller....
Aren't there other benefits of solid state though? Suppose you had large transistors, no lighter than an equivalent vacuum tube. Would they require more power to operate, or less? If less, then you have less waste heat in the circuit--you can pack them in tighter. I believe a transistor that weighs as much as a comparable vacuum tube would be much more compact. Less power required would also be a direct benefit of course.
Vacuum tubes needed to "heat up" to start working; a transistor device of the same circuit plan would turn on much more quickly.
The most important benefit I can think of is that vacuum tubes were fairly easy to break; they tended to fail for various reasons. I think a transistor-based equivalent circuit would be much more physically robust.
So, none of this makes a big difference for say a home radio set--but might make a big one for radios in automobiles, or more importantly earlier on, airplanes.
Even if the early transistors cost a lot more than the equivalent tube, if they could prove themselves longer-lived and rugged enough, I'd think the Army Air Corps and Naval aviation would prove a substantial if limited niche market initially--as would airlines if the military was not in a position to classify the technology.
In the 1920s and early '30s the US military budget was extremely low compared to WWII and postwar standards of course. And in the USA there wouldn't be much support for the idea of top secret technologies being held close by the government.
The British military establishment had its own severe constraints and issues to contend with.
Still, I'd think that even if transistors were little more than an expensive lab curiosity as late as the mid-1930s, as WWII loomed all these establishments would take another look at them.
Unfortunately, if the basic technology were published and patented before 1939, doubtless the Germans would be in the forefront of developing it, and after Hitler took over doubtless it would be both funded and kept largely secret. The Anglo-Americans would be playing catch-up.