At the beginning of the Second World War, the Windsors had moved to France. This was after abdicating so they could marry and then paying a warm private visit to Hitler. Keeping them out of the hands of the advancing Germans was one of the early crisis of the Second World War, a prospect that did not seem to bother them at all.
In the end Churchill ordered them to leave France just ahead of the Germans. They went to Madrid (Franco was an ally of Hitler) and conspired away happily there until removed to the Bahamas, where he was appointed governor for the duration; i.e. as far as possible away from the war.
But that doesn't say why she so critical to Britain. Simple, immediately after the fall of France and our humiliating retreat from Dunkirk there was great pressure to come to terms with Hitler. Churchill knew he could not be trusted at all but he was only one voice in a War Cabinet of five, two of which, Neville Chamberlain and Lord Halifax were pushing hard for a peace treaty with Hitler. Churchill, Attlee and Arthur Greenwood were implacably against it and by a simple majority of one, they carried the day.
The Palace stayed neutral. This was because the new king, George the Sixth was dominated both by his wife, Elizabeth Bowes Lyon and Churchill.
If Wallis Simpson had left both the country and the future King Edward the Eight, which she'd offered to in the mid thirties, Edward would have still been king and would have pushed for a treaty with his friend Hitler...his voice would have swung it - simple as that!
We would then have made peace, allowing Hitler to turn against Russia with no second front - as he had always insisted was an essential condition of war in the East. There would have been no that war in North Africa, no Battle for the Atlantic, no bombing of Germany and the eventual Normandy landing would not have taken place.
America would have stayed neutral and out of the war in Europe so after a walk over in Russia, Hitler could have returned to finish us of at his leisure - either through invasion but more likely through some sort of deal that allowed us to keep our Empire as long as we did what we were told, especially in Europe...he was a great admirer of the British Empire.
So there you have it - Wallis Simpson was the most important man in a thousand years of British history...