I think I looked this up at one point, and weirdly, none of them died from the asbestos. I seem to remember several of the actors died relatively young, so maybe something else got them first.
It was in 1939. Asbestos usually fucks you 20 years later, so around 1950. While Asbestos related diseases were acknowledged in the 40s, the widespread understanding of a health hazard was only coming up in the 60s to 80s.
So it is very well possible, that it simply wasn't checked.
Asbestos isn't that bad for you when compared to heavy amphetamine and barbiturate use. But I'm sure it did help with the emotional pain of being constantly molested and likely raped or being poisoned to death from toxic paint on your face.