Oh god...wow...umm...phew..this is gonna be a toughy...I'd probably have to break out an energy drink or something to keep me up for this one..
But I think i'll give it a shot...If Zero never lost his memory then there could've been a possability that he might have sided with Sigma and somepoint had he known his true fate all along. Being created by Dr. Wily, killing Gamma unit (the Maverick Hunter's killed in the X4 scenes of course), and fighting Sigma himself and almost besting him in hand to hand combat. For that matter Zero might have even become the new Sigma but actually making progress on the insane Reploid Utopia idea.
I say that mostly because even though Sigma caused destruction on a global scale during X5 and manipulated Gate in X6 into doing his dirty work, Zero's true potential is that of an unkillable God and he just by himself could single handedly wipe out X, cruel of me to say but in truth it could've happened in X5, but it didn't.
Or maybe instead of going Maverick like Wily intended...maybe he couldn't live with himself...and well..y'know.
Or maybe even the story alone would be changed to where Zero can live with what he's done but they ( I mean Zero, X, and every Maverick Hunter) would know Sigma will now be behind everything...maybe even the destruction of Able City in the Maverick Hunter X game could've been prevented...but then that'd be a bit boring having the main villan caught and destroyed already in some way that also kills the Maverick Virus. Iris, the Colonel, and even the General wouldn't have died because of Sigma's treachery and tricks.
The topic can be highly debatable but I thought i'd throw down my ideas as to what might've happened had Zero remembered everything.
I hope both you and XHunter like it.