Sorry it's taken me so long to reply, bit of system problems...
Since all of my study of film has been on my own (except for a history of
animation class in college), I'd forgotten about the Hayes Office.  I
don't, however, recall seeing a *distinct* difference between pre- and
post-Hayes films.  What I seem to notice is a lack of certain elements in
post-Hayes pictures, rather than a loss of these elements.  If you know of
any good examples, I'd love to check them out.
The frank sexuality in FOOTLIGHT PARADE did surprise me a bit, but films
of the 30s are full of innuendo, so it must have been the language rather
than the intent that surprised me ("Miss B-- I mean Rich").  The
"Honeymoon Hotel" number just seemed bizarre and a bit surreal to me: the
family waiting in the bridal suite (not really so far from the truth, I
suppose), that strange child (is it really a child?), the corridor full of
wives in perpetual black lingerie assuring the newcomer that she'll never
want to leave her bed (almost more like prostitutes than the prostitutes
in the following "Shanghai Lil" scene -- a weirdness unto itself)
The other thing that surprised me was the amount of frank racial humor,
even more than is usually evident in movies before the 50s or so.
I did enjoy the film (I like Cagney in just about anything), and Joan
Blondell was great, but I did think it was a trifle more strange than most
films I've seen from the 30s.