I have only one book about Queen Marie-José, by Agnes Adriaenssen, and it is not a very good one though easy to read. It mentions that the socialist parties refused to co-sign a telegram from the government to congratulate the couple and several liberal parlementarians refured to co-sign it as well, though they are less vocal about it as their party was in a coalition government with the catholic party. Several local city counsils ruled by socialists or liberals refuse it as well, among them the counsil of Schaerbeek in Brussels.
However, Belgium was a deeply catholic country with confessional party in government and they were all in favor of the match. Mussolini had signed the Lateran treaty with the pope in 1929, which reflected well on him. And by some he was considered a bulwark against god-less communism. And of course, Mussolini in 1930 was by many differently regarded than Mussolini in 1940. Even Winston Churchill said in 1927 that if he were Italian he would wear a black shirt & praised Mussolini for his fight against communism. Lady Clementine was very pleased with the signed photo that she received from Mussolini.
The book also mentions that King Albert had his doubts about the Italian match due to the political situation. He was not sympathetic towards fascism or to Mussolini even though he found some policies 'not unwise' . He thought that dictatorships -if they were there for a short time- could have a stablising effect, though they always end badly and was friends with several Italian anti-fascists, among them Carlo Sforza. But with the revolution of 1918 fresh in memory, to many in the elite fascism was regarded as a protection against godless communism, which was still regarded as the bigger threat to monarchies. He agreed to the wedding as he thought it was the best for MJs future happiness, no doubt convinced by his forceful wife.
The princess had her doubts even before the engagement. As she understood that Umberto had no interest in her and she did not particulary like him either. The groom had to be convinced by Mussolini himself to get married. The wedding was to be used as a big celebration and showcase of the lateran treaty between the Vatican and Mussolini.
It was Queen Elisabeth and Queen Elena who had set up the match. The families met a lot during WWI -to the dismay of Elisabeth's aunt Queen M. Sofia of the Two Sicilies- and MJ was sent to a boarding school in Florence. Queen Elena was a frequent visitor. When MJ left the school one of her fellow students told her: 'we hope to see you back in Italy as our Queen'. Princess Jolanda -with whom she never got along- teased her and Umberto and told them how well they looked together.
The reason why the engagement still took relatively long to materialize was that despite arranging many opportunities for the two to meet, Umberto always stayed polite, formal but cold. The parents hoped the two would spontaniously fall in love, which did not happen. On one of their dates he took MJ to the crypt of the Savoias in Turin. MJ -with the idylle between her brother and Astrid in mind- became impatient. When she read an article about Umberto's supposed affair with the daughter of the Argentine ambassador she tells a lady-in-waiting: 'I am done. I don't want him. I will never marry him, I would even prefer to marry Mussolini'. She also wrote him a letter, telling his it would be best to call it a day and break up.
Shortly after the talk with Mussolini the prince is a guest at lake Como in the villa of Luchino Visconti. It is there where he makes up his mind. After a phone call of his father with the urgent request to travel to Belgium he gets himself to Rome, orders a ruby engagement ring and travels to the Ardennes where he asks for MJ's hand in marriage Note that he stayed at the countess Van der Steen de Jehey in the castle of Losange - not far from the castle of Ciergnon [Losange was later bought by Patrick d'Udekem d'Acoz and is now owned by Queen Mathilde and her siblings].
His proposal to MJ was far from romantic: 'we, in our position, live in a sort of prison. We don't do what we want, we are not free to plan our futures the way we want to, like other young people' but they did come to an understanding. Elisabeth was ecstatically happy when MJ was finally able to tell her that they were engaged. Later she would tell her niece Pss Esmeralda: 'I did not love him at the time, it was an arranged marriage, but with time I have learned to appreciate him piano piano'.