This should say "What if WW1 had never happened?"
Grammatically, they mean different things:
"What if WW1 had never happened?" means "How would things be now if the past had gone differently such that WW1 never happened?"
"What if WW1 never happened?" means "What if it turns out that as a matter of fact in actual history WW1 never did happen?"
The first is speculation about an alternative past.
The second is a bizarre conspiracy theory about the actual past.
The same applies to the distinction between "may have" and "might have."
"Hitler might have won WW2" means it was possible back then for him to win.
"Hitler may have won WW2" means it's possible now that he actually did win.