One of my non-negotiable dealbreakers for any TTRPG or game is if the Confederacy survives post-1865. So any alternate history TTRPG that even has a whiff of this is getting an automatic pass from me.
Yeah I'm with you. I was fascinated by this idea for a while, like, as a teenager, in the context that I loathed the Confederacy, because to hell with those guys, but then I saw countless iterations of this idea, and instead of like, being remotely realistic, they all went to insane and ridiculous lengths to both laud the Confederacy, and preserve slavery into the (relatively) modern day, which would just never, ever have happened (slavery might have made it another decade, another thirty years at the outside, but survive well into the 20th century? No chance). I've come across dozens of attempts at "Confederacy survives" and there isn't one which isn't a whitewash of some kind, whether relatively minor or extreme (Turtledove has done ones at both ends of the spectrum, but unfortunately tends to want to make Lee a hero).
If it's not an impertinent question - and if it is, feel free to ignore it - would you feel the same about a setting in which World War 2 unfolds differently?
Personally I tend not to be interested in these Because Of The Implications as Always Sunny would put it, but the one thing that can be said for them over "Confederacy survives" scenarios is that they are not universally whitewashes, nor laudatory, nor present the Nazis as superhuman technogods. Unfortunately some of them do, and the ones which don't tend to be boring. For example, a non-laudatory, non-super-Nazi alt history where they win is Fatherland by Robert Harris, which makes the Nazis look like the dullards and self-white-washers they were (the lengths were already going to during the war try and hide the death camps were pretty extreme if characteristically incompetent) and certainly no more competent than the Soviets who they effectively replace in history. Equally Len Deighton's SS-GB, which inspired Fatherland, paints the Nazis as venal, thieving, greedy wankers (which they demonstrably were - we're still getting art they looted back), and shows them as incompetent and both overreacting and underreacting to stuff, and in no way "supermen" nor possessing "supertech".
However, at least in RPGs, "Nazis win/survive WW2" stuff does tend to paint them as lunatic superhumans, like evil elves with spaceships, which like, no. No to that. I did once come across an RPG where they were literally evil elves, I forget what it was.
GURPS Infinite Earths (and sequels/remakes/etc.) is pretty bad for both of these tropes, note. I re-read it recently and was Disappointed with very much a capital d.
Another one that tends to be awful is: "Roman Empire survives" (whether it's for a thousand years or to the modern day or whatever), which just tends to be bafflingly idiotic, because the Romans, despite having a culture that was continually undergoing huge change (as you do), which only looks like this really straightforward thing from the outside, at a great historical distance, are always portrayed as being "basically the same" in terms of aesthetics, political structures, ideas about the world and so on, which is both boring and dumb.
There are a lot of scenarios where you could vastly influence history if some empire survived for even a hundred years more than it did (esp. Alexander or someone), but that sort of pivot-point alt history is so rarely explored on alt history games in favour of "Oh no the badguys - who the author totally doesn't have a tsundere crush on - won and thrived!".
EDIT - If you did want "Rome survives" It would make more sense to posit a situation where people went even further in deciding to inherit the aesthetics/attitudes (they perceived them) of the Romans than they actually did. Like the neo-classical era goes totally out of control and becomes some sort of decades-long mega-fad that doesn't just influence art, architecture, power-symbols, cod philosophy, and so on, but even influences uniforms, modes of address, visions of the "ideal" society. All it would take would be one book at the exactly wrong time in history, picked up by the exact wrong people and the whole neo-classical style/classical education thing could have just spiralled completely out of control, at least for a few decades (maybe most of a century). At which point it would be extremely hard to dial back. If you want a "Roman empire" alt-history I think that's your ticket.
That could actually be hysterical an in actual game, like, your reality-jumpers arrive and they think "Oh it's some Rome survived stuff!" and they gradually work out that, no, actually this basically civilizational cosplay.
The sad thing is I've often wanted to run an alt-history explorers-type game but it's very difficult to pitch it right so it's not basically atrocity tourism or pushing some dubious philosophical idea. GURPS Infinite Earths starts out with an almost "WOOO ultra-libertarianism, governments and normies suck, genius individuals and corporations rock!!!" vibe and the Centrum antagonists don't seem very... well... evil. Feels like it was unintentionally morally grey. Admittedly later they leaned into this a bit and admitted Centrum might make good protagonists (they even have interesting weaknesses) and that maybe InfinityCorp or whatever they were called were perhaps not actually that awesome.
(I'd kind of love to have been the fly on the wall in these sessions of Infinite Earths where the DM was like gradually realizing his players were sympathizing with Centrum lol.)