Revealing mistake: Any time a main house light or a lamp is switched off, it is still bright from the studio lights.
Continuity mistake: In the very first episode, there is a silver light fixture hanging from the ceiling in front of the kitchen. The light fixture appears and disappears throughout the first season.
Answer: Mr. Roper was basically comparing Mrs. Roper to a cow, which is a sacred and highly revered animal among Hindus; Mrs. Roper's retort meant that she wasn't happy with her marriage or current station in life, so she'd be happier as a cow in India.
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