Best to comfort the audience with familiarity right from the outset. So who's that on the throne? Some stuffy Shakespeare-spouting potentate? Nope! It's good old down home Fred Astaire! Are you comfortable yet? And how does his first line go? "My royal day can be a royal bore..." Yep, he's using "royal" in a sense that Americans are much more familiar with. Now you can enjoy the rest of the movie knowing it's not too bewilderingly exotic.
In fact, most of the film takes place in an awkwardly-realised London, with the American siblings preparing to put on a show for an actual royal wedding. The opening scene is just an example of the sort of acts they put on.