I didn’t find verification of the link b/t him and Alice Lee, referred to above, but the ‘underwhelmed’ might be connnected indeed.
Btw, the wikipedia write up about Alice is quite interesting; it never fails to amaze me to what extremes people will live....
I read about the affair in a biography of Alice. She was known to gossips, in the relevant period, as “Aurora Borah Alice,” which stayed in my mind as a very clever phrase.
Mrs. Borah’s pose is probably a photographic convention of the time, but her expression seems to say, “I can’t believe I married this putz!” rather than, “I’m overcome by the honor of being married to this wonderful man!”