Dont you people know What If stories from literature or comics?
Alternative stories, what if X had not happened? what would have happened then?
There isnt a true game, you have 3 what if scenarios with different stories, campaigns and maps.
What if MU joins Nohr, what if MU joins Hoshido, what if Mu joins none of them.
This is a very common thing in comics, once a story ends, they sell a what if comic of what would have happened if some important event have ended in a different manner.