Unless it was known that he was sterile, I think it would have made his wives' lives somewhat less pleasant. Catherine of Aragon probably wouldn't have been treated much worse, but giving Henry no children at all wouldn't have helped her cause. As I write this it strikes me that if Henry could have pushed a childless marriage as proof that his marriage was full of bad mojo, he could have avoided the split with Rome. The other wives probably would have been dumped faster if they couldn't provide him with anything. Henry probably could have swung Parliament into providing him the right to appoint an heir, at least to avoid a war of succession or a Scottish inheritance. Somehow I cannot see the advisers of a dying, childless Henry VIII conspiring with the Scottish Crown.
If it was somehow known that he was sterile, such as a very obvious and specific wound in battle, the timing of such an incident could have had massive effects. If he was hurt before his father died, or at least before his sisters were married off (which came first), his sisters might not have been sent off to other countries. In any case an obviously incomplete king/heir to the throne could have set off another round of succession wars.