From what I recall Gustav did not want a Protestant empire but to defend the Protestant states in the area of what is now Germany. He was interested in gaining territory in northern Germany on the Baltic Sea coast though.
Delaying his death until later or possibly after the Thirty Years War would definitely change things up. I am not sure if the Swedish military came into contact with the Spanish prior to Nördlingen but I am confident that the tercio system would still be a cause of concern for Gustav II Adolf.
One thing that would be interesting is continued Ottoman involvement in eastern Europe during this time. I remember reading that they did fight against the Poles, who supported the Hapsburgs, during the early stages of the war but were unable to intervene in Bohemia around the time of the Battle of White Mountain.