The old world was mostly stateless. Power = function.
That said, even CRT had 'boot' time. The screen would need a few seconds to finally warm up and be fully on. But it was still a mind free system, you knew that your were done with the boot process and could enjoy 90% of functionality.
Yes. The radio receiver, sound decoder, amplifier and speaker all work on very little charge and can bring you the sound in a fraction of a second after being turned on; the CRT needs to power up magnets and a particle accelerator
Late in the history of CRTs, some units kept the electron gun warmed up whenever the unit was plugged in -- so it was never all the way off. That enabled an "instant on" feature, at the cost of more power usage.