The principal function of the loop of Henle appears to be the recovery of water and sodium chloride from the urine. This function allows production of urine, that is more concentrated than blood, limiting the amount of water needed as intake for survival. Thus, if Henle's loop were absent from mammalian nephron, urine will be more dilute.
Related Theory
Mammalian kidneys have the loop of Henle and length of the loop in the kidney determines how concentrated the final urine is. Birds, and reptiles don't have long loops of Henle in their kidneys. They use their cloaca to pull water from their faeces and urine.