Considering the bride was a pretty social match for Louis, no shock
Louis was of course related through his mother. As a daughter of Princess Alice, Victoria was first cousins with George V and his siblings. Louis grew up at Frogmore, among other distant relations. It wasn't surprising he was close to Edward VIII growing up or that Edward was his best man.
Edwina though was as well connected. Her father Wilfred Ashley was a prominent politician, made Baron Mount Temple. He was in parliament for Blackpool when they wed, but would later go on to be undersecratarry for state of war and minister of transport. But it was her mother's side that was more important. Edwina's mother was the only child of Sir Ernest Cassel. A converted Jew, he was a self-made millionaire who was at times a financial advisor to Edward VII, who along with Asquith and Churchill, were personal friends. He owned estates, art collections and race horses. He converted for his wife. When his daughter died, her husband remarried and Edwina was shipped off to boarding school with her sister. Edwina hated it and was taken in by her grandfather, later becoming his hostess. She nursed him through his old age, and he left the majority of his estate to her.
Queen Alexandra, Princess Mary, Lord Lascelles, George V and Mary, Prince Andrew and Alice of Greece and GD Michael of Russia and his wife all attended.