If only there's more informations about possible socialist/communist leader in Italy crazy enough to think that he could repeat what happened in Russia... in 1921 (before 1922, that's the Fascist's OTL March on Rome)
And at the same time stupid enough to let Mussolini AND OR Balbo slipped and manage countercoup afterwards, with Pope Benedict XV in tow because he was practically saved by the Fascists...
Causing the aforementioned Catholic-Fascist alliance resulting in (Un)Holy Mixing of their systems.
...
The Catholic-Fascist block will definitely more friendly toward Anglo-American capitalist block, but basically they reject true democracy in favor of "Guided/Limited Democracy" or straight up Catholic Totalitarianism (return to Medieval Papacy yay!).
Have them "politely refuse" the invitation to join NATO (due to basically want their own demi - superpower block)
And if you think McCarthy Red Scare is ridiculous, think that technically ALL Catholics have their allegiance to the Pope... Resulting in greater paranoia and such.
Add further that South America is predominantly Catholic, and with some Fascist regime already there IOTL, just need minor nudges for them to get in Catholic-Fascist international block, and from there, continues to operate against US interests, of course US cannot really intervene because Castro and Che still likely to be Red and spread Marxist Revolucion.
To give more headache on Americans' part, have Post Independence Philiphines somehow end up entering the Catholic-Fascist block as well.
The Catholic-Fascist Nuclear Program is unlikely a sole effort of Italy, more likely a joint effort between Italy, Spain, and Brazil, resulting in non US aligned nuclear warheads stored in Mexico, where just a little eastward there lies commies nuclear warheads in Cuba (3 way Cuban missile crisis should be FUN).
But yeah, with Catholic-Fascist block clearly led by Papal hands (and thus can be seen as Modern day Papal-Superstate) that was not in US interests, there will be no John F Kennedy as US President.
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Yeah, this is unlikely, but did I just make a modern day Papal State as Superpower?