Ish
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This discussion brings up another question. If you read the documents posted on Heraldica, its obvious that George VI and his advisors assumed Edward & Wallis might have children. But did Edward?
I know he reacted with fury when he learned his wife wouldn't have the HRH. But did he ever express anger that any possible children wouldn't? Did he complain that his son, unlike the sons of other dukes, wouldn't even have a courtesy title and would only be known as "Lord First name Windsor"?
If not, why? Had Wallis already taken him aside and explained that she was incapable of bearing children?
I don't think Edward was all that forward thinking. He was upset about his wife being denied a title in the (then) present - he didn't concern himself with the titles of his children in the (then) future.
There is also the fact too that he might have been under the impression that the 1917 LPs would have applied to his children, in which case they would have been styled/titled as the male-line grandchildren of a monarch (if not as the children of a monarch), and thus be HRH Prince(ss) Xxx of Windsor; if he was thinking that way then his secondary titles (or lack there of) would have been irrelevant; his eldest son would have not used a courtesy title.