This question is tricky as the answer (as far as I know) is still "don't know".
To add some weight to this, Flum & Grohe [1] give as open problems (p. 164):
- Is the $\mathrm{W}$-hierarchy strict under the assumption $\mathrm{FPT} \neq \mathrm{W[P]}$?
- For $t \geq 1$, does the equality $\mathrm{W}[t] = \mathrm{W}[t + 1]$ imply $\mathrm{W}[t] = \mathrm{W}[t + 2]$?
Moreover, in Downey and Fellow's recent monograph [2] the strongest (outright) statement they make is (p. 521):
A more subtle hypothesis is that the $\mathrm{W}$-hierarchy is proper, and, in particular, $\mathrm{W}[1] \neq \mathrm{W}[2]$.
There is no following (or later) statement along the lines "otherwise the $\mathrm{W}$-hierarchy would collapse", or similar.
This is also preceded by:
A weaker hypothesis might be that for some $t$,
$$\mathrm{FPT} \neq \mathrm{W}[t]$$
Implying that it is possible that $\mathrm{FPT} = \mathrm{W}[t-1]$ with no other effects on the hierarchy.
References:
- J. Flum and M. Grohe, "Parameterized Complexity Theory", Springer, 2006.
- R. Downey and M. Fellows, "Fundamentals of Parameterized Complexity Theory", Springer, 2014.