Shaw most certainly had a Pianola -- indeed, according to Rex Lawson
he had two!  As with so many of the intelligentsia in London in the
early years of the 20th Century, he was thoroughly involved with the
instrument.  Although nowadays thought of as a playwright he earned
his living for many years as an arts critic; there is a book of his
collected music criticism for those who wish to read it.

Shaw was involved enough to end up introducing a concert of Pianola
music in 1911, for the Camera Club in London, of rolls hand-cut by
Frederick Evans!

You can find Pianola references in the introductions to several of his
books -- easy to do because they are public domain and searchable text
is on the internet.  For instance, the introduction to "The Irrational
Knot" (1905):

  "Now on both these occasions I had been in the company of people
  who spent at least as much in a week as I did in a year.  Why was I,
  a penniless and unknown young man, admitted there?  Simply because,
  though I was an execrable pianist, and never improved until the
  happy invention of the pianola made a Paderewski of me, I could play
  a simple accompaniment at sight more congenially to a singer than
  most amateurs."

There is a good amount of evidence for a whole musical generation
being similarly taken with the abilities of this new instrument, and
it appears as asides in various books of correspondence and memoirs.
These influential individuals stimulated the development of the serious
side to the player piano in the UK, for instance by subsidising the
creation of some fairly obscure rolls of modern music -- such as a lot
of the Ravel catalogue -- as custom rolls which were then offered to
the general public.  It's an interesting subject, but awkward to
research because the material is so widely spread.

Julian Dyer