If incandescent light would work, why do they rely on candles, lanterns and wands for light at Hogwarts? They keep lanterns in a library full of flammable books-no way they’d do that if there was an alternative. So I guess electricity itself just doesn’t work, or isn’t reliable at Hogwarts. (And yes, I know that gets into the whole thing about voltaic piles, fundamental chemistry, etc. That’s why it’s a fantasy- real magic would create too many contradictions).
As for radios, I had assumed that they were entirely magical in their workings; the same effect by non-technological means.
Besides, with as much as they’ve done to keep Hogwarts secure- it’s unmappable, you can’t apparate there, etc- it makes sense that they wouldn’t want to be connected to the muggle world via power cables. And why bother with it, if magic works just as well?
Ah, but with magic, it might be possible to come up with an actual “perpetual motion” machine. Let’s go back to the dynamo idea. All you need to generate EMF is to pass a wire back and through a magnetic field (or vice-versa.) So let’s take a big honking magnet (a permanent magnet from a 60 MHz NMR–or bigger if we can get it–ought to do nicely), make it continuously move itself back and forth through a loop of wire, and hook up the line from there. Presumably it could be done with even more complex systems, but I’m trying to keep it simple here. Thermodynamics isn’t violated because there is an outside (though inexhaustible) energy source, i.e., whatever it is that powers the magic that allows the magnet to move.
I still think a crystal radio would tell us a lot. At least, it would tell us whether or not non-visible wavelengths of light exist properly at Hogwarts with the minimum amount of complications (no power source other than the wave itself needed, for instance.)
I say it’s just tradition and custom. When Muggles and wizards stopped living in harmony long ago, Muggles developed technology because it sucks to have to keep lighting a candle or procuring oil for your lantern. For wizards, it’s easy. No need to develop an alternative. And they’ve surely got some way to prevent library fires and such–anti-fire charms would probably be a great way to make a living as a wizard or witch. And everyone can create water from their wand–Aguamenti. As for safety, well, they lets their kids play Quidditch, for Merlin’s sake! The most dangerous sport EVAR!