There are several scenes in which they use afterburners on the derigible (blimp). First, afterburners weren't developed until the 1950's. Jet engines were even developed until the 1940's, and this movie was supposed to take place in the early '30's. Second, you can't put afterburners (or jet engines in general) on a blimp. The thrust created would push the cabin (the lower "boat" in this case) forward, while the large air-filled balloon would create a tremendous amount of offset drag. This would result in the "boat" being flung up over and around the balloon, doing continual "loop-the-loops" and eventually tearing the craft apart.