Thank you very much for the link - that was a great read! I hadn't realised Shaw wrote Pygmalion as a deliberate pro-Women's Rights text and it makes him go up in my estimation.
You're absolutely right about "I Could Have Danced All Night" (but I excuse her on the grounds that a ball is so exciting, anyone might confuse it for romance) but the shine definitely comes off. She's very clear-eyed and articulate about why she feels mistreated, and I can only assume that once Harrison/Higgins barks at her "Where the devil are my slippers?" she turns around and walks away again (which he doesn't see because he's got his eyes closed).