Goodbye Mrs. Slocombe - S10-E1
Other mistake: When Mr. Humphries first comes back to the department in drag and talks to Capt. Peacock before being directed to the Ladies Dept., you can see, in the background, Mr. Spooner trying desperately (and unsuccessfully) not to laugh.
Answer: In minstrel shows there was also a stereotype of black men preying on white women, so that's probably why she was not in black face. Also, Mrs. Slocombe is in blackface because she is an older, stout woman and she fits the "mammy" stereotype.