Was the U.S. immune to it all? I say no. We might have gone the way of the national socialists had the progressives taken control in 1912.
The only thing that can be said here for Fukuyama, other than his admittance of the word, "Einstein," which is pretty brave for a man who once wrote that time itself was dead, is that he understands -- and I know this was the basis of his theory -- that self-government has won.
The question remains, in what form, exactly.
Anyway, it's a facinating question because on the one hand, the basic dynamics -- German arrogance, French resentment, Austrian nervousness, the frustrations of the subject peoples -- wouldn't have changed. On the other hand, everything would have changed if Europe hadn't been poisoned by a long brutal war. Germany was going to bring much of the arrogance and brutality of imperialism and colonialism into the heart of Europe, but it wouldn't have been comparable to what happened after a war that cost 20 million lives.
This question is also similar to Civil War debates in another way. Living in our world, we can't imagine slavery or imperialism lasting down to our day (save perhaps on the farthest margins of the the inhabitable world). But had things been different they might have persisted even longer than they did. The Russian empire was dissolved only recently -- if then.
I can imagine Germans, Austrians and carefully selected members of other nations, subject nationalities and minority groups building a strong, united Mitteleuropa. But given everything we know about the period and the region, I suspect German arrogance and the resentment of the subject peoples would have made this impossible.
Maybe Germany sought first military, and then economic domination of Europe, because it knew that it didn't have the skills necessary for political predominance. It could conquer and it could buy, but in Central, as in Eastern Europe, no state or alliance could rule the competing nationalities in the way that a national government can rule over its own people and territory.
Bonus question: if war harms liberty and encourages statism, and there is no long war, but the more statist side wins, is that a victory for liberty or for statism?