I am not sure the effects that more social, domesticatable rhino would have.
I think if you are going by Jared Diamond's theory of geography, I would suggest reading the rebuttal. Many anthropologists agree only in part with his findings, and believe that he is going at anthropology with a one-size-fits-all approach.
The process of how animals such as horses, the aurochs, wolves, and pigs were even domesticated are still a matter of speculation. There is no consensus as to how these things happened, nor when. Recently, dogs have been shown to have been kept by humans as early as 100,000 years ago, and may have been 'kept' by Neanderthals in a similar fashion to the way the New Guinean Singing Dog is 'kept' in New Guinea.
Many argue that there are plenty of potentially suitable animals for domestication on the African continent, as well as a wide area from east to west that the climate remains similar on similar latitudes, and in fact a far better example of similar climates on similar latitudes than Eurasia. For example, Paris is on a similar latitude as Harbin in Northeastern China. One is temperate and rather mild, the other is an icy hell. Even as far north as Edinburgh one experiences the warmth carried to it by the Gulf Stream Current. In China and Siberia, no such powerful climate changing current exists. Similarly, as how horses, the aurochs, and the boar were domesticated is a matter of debate, there is no real reason to assume that animals like zebras and warthogs and perhaps wildebeest (or any number of the artidactyls in the area) are not capable of being domesticated, as our own process of domestication appears to have taken a very long time (thousands of years).
So instead of changing an animal like the rhino to fit what myself and many others consider to be a very simplistic explanation of why Africans did not rule the world, perhaps you could change the workings of African cultures and make them domesticate some of their possibly perfectly domesticatable fauna.