Having stopped writing in German and moved to French, at the beginning of a WWI (as he mused that "what interests a German sausage-maker is diametrically opposite from what I had in mind with 'Will to Power'"), then moved on to English, having seen through the power-driven French (who fell badly for his writings via Heideggerian misinterpretation of Fritz!) at the beginning of WWII, then abhorring English via America (no need to explain...), he would have found the self-fulfilment idea of his was closest to reality in a Scandinavian type of society, that listens to kids and allows them to flourish without violence and giving them, across the wealth gap - if any serious gap is found - a very real opportunity to thrive and develop all their potential, to their max...
And sooooo, having had the time to finally study Marx (and not only "know of him" in a second-hand manner), N. would have seen the light, understood and appreciated Karl's talent and hard work on non-artistic stuff he didn't wanna do - but would have learned to appreciate that which he lacked! - and would have now written in Swedish, called himself Frederik, would have become a better composer and wouldn't have had problems with syphilis or losing his mind, not with all the plethora of luverly-jubberlies from the Pharmaceuticals, never mind the street corner...
He would have been a throwback, properly Western Hippy and his interest in Orient would have been quashed by actually being acquainted with all that empty, individuality-killing nonsense...
Agnosticism would have been much closer to his heart, having grown up a bit, as a Man, and having closed a chapter on fighting the dying breed of "Tarantulas"...
He would have had a go at the "fundamentalist Islamists" as sociopathically violent power-grabbing eejuts, using and abusing others to achieving it...
All in all, an artist with his heart in the right place, having evolved a bit... after all those years...