If we had kept tails, it would have been for a reason – because they were useful. This presumes that we’d have stayed in the same forested habitat as the common ancestor we had with other primate species.
If we were still in the forest using that tail, it was because we never had to leave – either the forests didn’t disappear leaving savannah (or we didn’t have an aquatic period). We probably would not have had to become as clever as we are, with our overgrown brains that brought so much benefit and so much trouble. We’d probably be very like our nearest cousin, the bonobo.
However, I don’t think it’s the retention of a tail that would cause us to live that way; rather that way of living which would have caused us to retain a tail (because those who had tails would probably have done better, reproductively speaking). If things happened as they did (with the forests shrinking, giving a selective advantage to the most clever) and we still kept tails, the would have probably become vestigial by now, much like our wisdom teeth or pinky toe. And I bet that people would be as embarrassed of them as they would be now by brow ridges, in a Neanderthal kind of way.
On the other hand, if anybody teased me about my tail, the urge to fling poo might be overwhelming.