Not a whole lot. Consider:
- Only very few scripts even have a case distinction: Roman, Greek, Cyrillic, Armenian. Georgian and Cherokee are picking up case now, but that’s not because they need to, that’s because they’re being culturally influenced from hegemonic scripts.
- Languages vary wildly in what they choose to capitalise. German capitalises nouns; most languages don’t. Modern languages capitalise starts of sentences; mediaeval languages did not, and editions of Classical Latin and Greek, and Mediaeval Latin, do not. The only words consistently capitalised are proper names.
- It’s nice to single out proper names, since they can be confused out of context with common nouns; hieroglyphics used cartouches for that reason. But it’s not essential.
So, what would the world have lost? A little bit of ambiguity around proper names in European languages—which non-European languages have never found to be that much of a problem.