Judging by that newspaper article The Princesses were staying with the Bowes Lyons as their parents were out of the country. There was no other reason given for them to have been at the church service.
Before the arrival of the Royal party at St Pauls church on Sunday morning the vicar asked the congregation to regard the occasion as an ordinary country morning service. There was no mention of any christenings taking place but you could confirm the date of your fathers christening from the parish registers.
