No Swedish Period

WI after the defeat of King Christian IV of Denmark in the Danish Period of the Thirty Years War, Gustavus Adolphus of Sweden had not lead his troops into Northern Germany?
The situation would be bad for the protestants in the HRE. France had invited the Danes to fight for their cause and were the ones who invited the Swedes too. Perhaps earlier French intervention in the 30-years war. Or Habsburg victory, rise of Imperial Power, and hard times for Protestant principalities and cities in the HRE.