Let me start off with that.
First of all, if by “losing” you mean that Russia succeeds in regime change in Ukraine, I think that would have a major impact. Even though NATO leaders have said they're not going to go to war with Russia in Ukraine, a great deal of western credibility is on the line in how this turns out.
A true loss—a dramatic loss—would question the credibility of the alliance. The strength of the alliance has always been, of course, that it was intended initially to deter a massive Soviet invasion of western Europe. Alliances deter. When they actually get to war, it becomes a lot more complicated.
If there was a loss, we would see two things happening at the same time. We would see some fragmenting and some fracturing of the alliance. Some of the countries that I've already indicated are in the less enthusiastic, wavering category. They might find ways to, if not remove themselves from the alliance, in a sense slide into a kind of soft “self-Finlandization”, if I can say that, where they attempt to avoid provoking the wrath of Russia.
At the same time, I think for some countries—for example Poland or the Baltic republics—we would see a desperate redoubling of effort so that Russia would not be lured by perceptions of victory in Ukraine and a weak, supine NATO into pushing further and attempting to advance, whether it's into Moldova, the Baltic republics or somewhere else. That certainly has been the long-term objective that has been outlined by President Putin himself.