As those of us who once repaired granny's wireless set will know, the high voltage was a problem not so much for the valves as for the passive components. Insulating materials were not nearly as good as today, and they were usually based on shellac. Part of the skill of good design was ensuring that a fault such as a short-circuited blocking capacitor didn't take a cascade of valves with it. Draw grid current and the valve will soon be dead, and valves weren't cheap.
Mains transformers with 350-0-350 V secondaries would often go up in smoke.
I remember when working in medical research during the 1970s having to resurrect some old radioactivity counting gear. It had hundreds of valves, and of course those impressive power supplies. There was also a mercury delay line, presumably of the same design as the ones in the early computers.
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