That is what they call a big question.
Obviously we would lack a fair bit of Greek culture (although presumably a fair few of the Greek cities elsewhere in the Med might still have been founded). Possibly Alexander would not have happened, assuming that the Persians held onto what would have been a distant, poor and unruly part of their empire for hundreds of years and felt alarmed at the rise of Macedonia to the north.
However it seems to me there would have been no impact on the rise of Rome and so the overall shape of Western European culture would be broadly similar.
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