Defense Regulation 18 (spoiler)
On this Board there is continual questioning of "why" Anne was "allowed" out of the locked room and why in the end the "family" were all frolicking w/ (some) ambassador's children etc...I believe the answer lies in the war-time UK "Defense Regulation 18"...It is similar in scope/reasoning to US internment of Japanese after Pearl Harbor (Executive Order 9066) (and in some ways to current US "Patriot Act") in that this Regulation 18 was passed in 1939 and expanded throughout the war to enable the UK govenerment to either intern, imprision or place in custody "questionable" citizens/sympathizers and aliens and/or under "house-arrest". Also this Regulation suspended the right of habeas corpus for the duration of the War (also referred to in the film when Anne is "detained" for not having her ID card). Persons who were suspected of being pro-Nazi/fascist or were proven to be "agents" or spies or likely to have or to continue undermining the war effort came under the blanket of this Regulation.
IMHO the air raid warning sounding prior to Anne's "escape" signals that the war has beguin and that these govenerment regulations were now fully in force. The Nazi-sympathizers were known to the govenement but until war actually began in earnest the government could not act openly to "detain" them. The fact that Sir Alexander and "the family" were on their own grounds BUT "behind the bars" of the fense/gates surrounding the estate, they were probebly now under "house arrest" for the duration of the war....and the children of mprisoned/detained/evacuated pro-nazi amabassador's children along with them. Since Sir Alex was a wealthy titled aristocrat and (former) member of parliament, he was probably being confined to his estate instead of sent to "internment"/detention camps throughout the UK during the war. Anne is now outside the fense ("free")after she escapes her room and was perhaps not known to have even been at the Estate by the authorities and thus, need not join them. Plus she had already repudiated their POV and wanted nothing more to do with them.
http://en.wikipedia.org/wiki/Defence_Regulation_18B
http://www.oswaldmosley.net/defence-regulation-18b.php
Also the PBS series "Foyle's War" has several episodes which deal very accurately with this "Regulation" as it was applied to the wealthy titled pro-nazi sympathizers.
And yes, I do think the "Mama" unlocked the door as the only non-passive act she could perform in the entire film! The fact she is constantly occupied with
"nurturing" her flower garden and her (lack of a) role throughout the film implies she had completely, albeit passively, distanced herself from her husband and the "family" and what they were up to. As a woman of her time, she was unable/unlikely to be able to actually leave/get away from them or turn them in, but young Anne would be able to do what she could not, i.e."go". She could not save her other adult children but she could save Anne.