I have a video recording of my grandfather, Leon Iltis Madison Wisconsin), playing this on piano and singing back in 1983. He said he wanted to play some army songs. He was also born in 1893 and served in WWI, and became a piano professor at University of Wisconsin. He played army songs for Kiwanis. The words he sang were:

Pull your shades down, Mary Ann.
Pull your shades down, Mary Ann.
Last night in the pale moon light
I saw you.
I saw you.
You were combing your golden hair
It was hanging upon the chair
If you want to keep your secrets from your soldier man
Pull your shades down, Mary Ann.

I'm wondering whether there is a connection with another song sung to the same tune in the 1920s and by the Anderson Sisters "Pull your skirts down Mary Ann"?