Alternate history? There was a jet fighter in 1944.
I think that alternate history is inevitable. One of the often overlooked aspects of design games is how extremely focused they are. I would not be the least-bit surprised if a conventional army would crush a design-game army, super-weapons and all, through the sheer volume of new designs they can make. They would just continually keep-pace in every field, new artillery, sniper rifles, automatic wepaons, shoguns, smgs, heavy machine guns, wheeled antitank guns, tank, destroyers, light, medium, heavy tanks... We would be getting outperformed in a dozen different fields constantly. Full jet in 1941 is ridiculous, we would still need low-speed torpedo planes, unless we had some sort of jet-powered dive-bomber with super-armour piercing shells that can go straght through a cruiser and then somehow pull up afterwards(maybe)... But if the entirety of a nation's research and engineering ability is focused on jet engines then jet-fighters, jet-bombers, jet-armoured-cars, jet-skis, and jet-packs could all be running around by 42 I imagine without all that much implausibility, expcept for the part that the nation needs to still exist in 42...
But I feel that rocket-assistance can probably get us most of what jets would at a fraction of the price at the cost of very limited usage. A standard propeller-driven plane could hit the rockets to briefly out-climb an opponent, or accelerate their take-off to respond to threats faster, or quickly return to the group they were escorting... A jet would definitely be better overall, but rockets will outperform jets in burts.