In fact, that sounds like a great idea to set up a different timeline. Instead of going Sith, Anakin is defeated. Killed? Lost? Captured? We don’t know, and the Sith make their revenge easier with 4 Sith Lords instead of 2.
I have a thread for that: https://originaltrilogy.com/topic/What-If-Canon-Divergent-Story-Ideas-Thread/id/77156