Arthur died at the age of 15 in 1502 historically due to unknown causes. In my understanding at least Arthur was being groomed for the throne far more then Henry was. As well as being married to Catherine of Aragon at the time. What if Arthur didn't die in 1502 and lived to be King?
...hey!
Depends on whether he can have a son though.
I think its very likely that Arthur and Catherine will have a son. Remember they would have a good 7-8 more fertile years than Henry and Catherine had.
Henry and Catherine had plenty of successful conceptions, though.
Henry didn't get the son right away though.
So why would Arthur?
There's also the factor that even if Arthur doesn't quickly have a son he's got a younger brother in vigorous good health as an heir so the dynasty is still reasonably secure, so he probably sticks with Catherine rather longer. Which in turn means that Henry marries someone else, probably a minor French or Portuguese princess. If she produces sons as well, then the Tudor dynasty is secure and England probably never goes protestant (at least not in any recognisably familiar way to OTL, Henry's Caesaropapist style was somewhat sui generis).
This was what I was about to say, having an adult heir (Henry) really makes a massive amount of difference.
My gut check would that England would stay (largely) Catholic if Catholicism can hold on long enough to implement the Counter-Reformation although it would probably be a near thing.
An interesting side-effect of England staying Catholic would be a lot of English Protestant immigration to Protestant countries (especially the United Provinces if things happen similarly, although England acting differently could butterfly a lot there...).
Perhaps a Spanish/English alliance against the French giving continental Protestants some breathing room?
There's also the factor that even if Arthur doesn't quickly have a son he's got a younger brother in vigorous good health as an heir so the dynasty is still reasonably secure, so he probably sticks with Catherine rather longer. Which in turn means that Henry marries someone else, probably a minor French or Portuguese princess. If she produces sons as well, then the Tudor dynasty is secure and England probably never goes protestant (at least not in any recognisably familiar way to OTL, Henry's Caesaropapist style was somewhat sui generis).