No surprise. Brattleboro is on the very fringe of
WMUR's grade B signal. The only NH station you should have been able to receive would have been
WEKH channel 52 in nearby Keene, which is a full-service station broadcasting at low power (95 kW vs. 150 kW max for LPTV).
WVTA 41 Windsor VT should also be viewable in the area. Like WMUR,
WGGB 40 Springfield was probably out of range too. Brattleboro is on the fringe of their grade B coverage, but I don't think a Walkman would be too good for picking up anything weaker than a local signal.