Loss in the Revolution for the colonies would mean a continuation of small states rather than one larger country. Would they ever expand as far as - or beyond - the Mississippi? I don't see a Mexican War or the adding of northern Mexico (California, New Mexico, etc.). The gold and minerals of this area are important to industrial growth. Why would Texas give away its independence for British rule. Surely, there would be much lower immigration.
By the time of WWI, there may be a Confederation, like Canada. But, like Newfoundland, some states would opt out. Like all the other Dominions, they would send troops. but without a draft only volunteers would go. They would come in 1915 and 1916 and would dramatically increase the size and strength of the Empire's army. The added strength of their naval forces would prevent any attack by the Kaiser's fleet. But they would not give the morale boost that the 1918 US contribtion of millions of fresh troops to change the balance of the war in OTL.
Germany and her allies will put more emphasis on the East in 1915 and 1916, realizing that the larger number of troops in the West reduces chances of victory there. They force Russia into a peace in late 1916 and are able to reap the benefits of food and raw materials from the new "independent" states in the East to stave off starvation in 1918, The war ends in a stalemate.