Well, unfortunately it is hard to get hold of electronic components from the 30s-40s. There was a surge in the 90's to 00's, when a lot of ex-USSR stock was sold. Nixie tubes, valves, analogue meters, old WWII equipment. The lot. As the USSR stayed with bakelite far longer than the NATO pact, you have a more items available that used it, over a greater year range.
And yeah, there was a renaissance at the time, as people built nixie clocks, displays, and did all sorts of nice things with the neon tubes and valves.
Unfortunately the ex-USSR sources has dried up, and now those parts are expensive, so unless you are a collector, you don't really pay those prices.
Stempunk does not have this problem, because quite frankly, it is mostly sticking pieces of brass and leather on an item to give it that "period look", and an appreciation of mechanics (steam engines, pistons, linkages, etc...). Nothing that is beyond a hobby machine shop (brass turning is comparatively easy), so people can make new parts that look period, but aren't ludicrously expensive. .
That is harder to do with electronic components, at least for now.
Although I'd say that the closest thing you are referring to would be called "Diesel punk", as the stage after steam punk, and deals with the inter-war period.