It is rather rare to see any Late Victorian or Edwardian lady wearing elaborate dangling earrings; they were quite out of vogue then. Queen Alexandra never wore them. (Queen Victoria's grand Turkish earrings were worn as pendants on a necklace.) Even her wedding gift earrings were clusters without pendants.
Below are a few other examples.
Empress Maria Feodorovna
Queen Margherita
Queen Victoria Eugenie
Queen Sophia
This is the Countess of Carnarvon dressed for the Coronation of Edward VII. She is resplendent in large diamonds and dripping with poire pearls, yet in her ears are simple small studs.
Some of these ladies had worn longer earrings earlier and others adopted the styles as it changed later. But as with her hairstyle, hemlines, and overall demeanor, Queen Mary was extremely resistant to change and never adopted the look of dangling earrings. Of course at the Devonshire House ball she was in costume as a 16th century lady.
At the time of its release when we were discussing the costumes in The King's Speech, I remember posting a pic and commenting that actress Claire Blume's portrayal of Queen Mary was quite good, except that these long earrings would never have been worn!