Well, without the integration of the Boer republics you butterfly away the need (or even the ability, really, since GB basically just has the Cape Colony) to Federate/unify South Africa as a Dominion. If nothing else, this delays the Imperial conference and keeps the more minor "White" colonies under direct British rule and gives Australia and Canada some minor delays in their autonomous defense policy. In the former's case, that means the invasions of Germany's Pacific colonies would be a British, not Australian, managed venture, giving London the right to claim direct control in the event of a victory.
As South Africa will remain a more tightly managed British colony, I imagine the colonial front being somewhat more... neglected than it would be under a South African government more concerned with its regional gains and security. The generals back home would likely do some number-crunching and figure that, hell, the Boers are pretty isolated and, while good enough at defending territory, similarly lack the firepower to take any additional land that would seriously threaten the Cape. This means a few more troops transfered to the Western Front to get eaten up by the meat grinder. While it may not have much of a noticably military impact, having their sons die in the trenches while the Boers are raiding their homesteads IS likely liable to make the residents of the Cape Colony frontier grumble loudly, negatively impacting their relations with the Crown in the following decades.
If the Entente still wins, the Republics are annexed full stop: they're too isolated and mineral-rich to be left alone. Perhaps then you end up with the colony Confederated, but due to lack of support for "responsable government' acceptable to London dosen't get Dominion status for a generation or two. That, or the Boers are swamped with BEF veterans who are given farmsteads in the region as part of their pensions.
In a CP victory, the Boer Republics are offically recognized, and likely snatch up Natal and other choice bits. The idea of independent settler-colonies in Africa becomes real, which could lead to some... disturbing notions later on down the line.