Well, for one it would have been a Catholic Empire instead of a Protestant Empire. The Inquisition didn't end until the 1800s, and since the US colonies would have been all Catholic then the Inquisition would have continued in North America, and it's possible it may have never ended. The Americas would most likely be primary Catholic as well instead of Prodestant.

If this ended up being the case, it is easy to imagine that at least one more Crusade would have been launched over the past 500 years.

One might question if the US would have seceded from the UK at all if it was founded by Catholics, or if The Holy Roman Catholic Empire would have beaten Napoleon and conquered all of Europe, North America, and South America.