No. Never had much interest in running a game that tried to be historically accurate in any way. Depending on the DM, I could see enjoying playing in such a campaign, but I fear that there would be a lot of lecturing about what my character says, does, knows, is anachronistic. I like to read history, but I don't want to have to do a lot of homework to play a game.
It can be difficult for players to wrap their head around playing a character with a very different perspective from their own. I suspect one of the reasons D&D is so popular is because the "good" guys embody modern western liberal values like individuality, freedom of speech, secularism, rule of law, and political freedom (insofar as politics comes into play during games). This is true not only of games set in our past but also games where social norms do not match modern sensibilties.
I do run games set in historical eras, most notably
Call of Cthulhu, and what I like to remember is that while social norms were different back then, there were always oddballs who marched to the beat of their own drum. As a GM, I don't like to tell players what their characters would think of something. The 1920s is sometimes called the nadir of race relations in the United States post Civil War, but you'll find people from many walks of life who thought everyone deserved to be treated equally regardless of race or religion. So it's not out of place for a character in a campaign from that era to have similar ideas. They're not going to be in the majority, but they exist. So there's no need to stifle player agency here.
Nor should there be any need for a player to do homework. For the 1920s, it's at once familiar and unfamiliar to players. They have a lot of what we're used to in modern life, like automobiles, telephones, radio, accountants, etc., etc., but it's different enough to be just a bit unfamiliar. And it's not like I know everything even though my speciality in graduate school was American history from 1877-1939. There are a lot of little things I either never knew or escaped my notice. But during my last CoC game, it was a lot of fun seeing the Investigators try to locate a phone, having to explain to them what a party line was, and then making it clear that someone could alway be listening in to a call.