I think many ladies of the 'upper' classes always had some one 'tagging' along-as paid companions. Maybe more prevelant in those who lived in town than the country. (Mrs. Bennet wouldn't agree with me, I'm sure:).

Probably Mrs. Annesley was such to Georgiana; not so much for the sake of fashion, (as the 'elegant' ladies waiting on the Bingley sisters were), but more for propreity's sake, as Georgiana could not be left alone in either London or Pemberley.

I think Mrs. Jenkinson was really Anne de Bourgh's old Governess, still sticking along. Probably Mrs. Weston (Poor Miss Taylor, that was) would have remained at Hartfield longer if she had not married.

Of course, all these are just my ramblings...