Digging way back into my EE courses and with experience as a kid with 20's and 30's sets, I believe that most of them were designed such that the AM antenna circuit was not complete (as a tuned circuit) until a ground was connected. That is not to say that you wouldn't receive some RF without a ground.
In those days A/C service was ungrounded, giving rise to the need to add a earth ground to the chassis (circuit). AM transmissions were usually done with a horizontal transmission line(s) and those transmission lines used earth ground as part of the transmitter's tuned circuit.
[Trivia Alert] BTW, it was soon discovered that stations along the seaboard put out more radiated power than, say, those in the desert - guess why?
I think this is true for most pre-war receivers.
Paul