Now I may regret having said that "all other IE languages" than English have changed /w/ in initial position. Today I got my hair cut, and in conversing with my haircutter I found out that she is an Iraqi of Kurdish descent who speaks Kurdish. Since I am excessively curious about this subject, I asked her if Kurdish had /w/ or /v/, to which she replied that it had both. So I tried to think of an IE word with initial /w/ that might be preserved in Kurdish, and so I asked her what the Kurdish word for "water" is. She replied with a word that sounded exactly the same as North American English "water", including not only rounded approximant /w/, but semi-rounded open back English-style "short o" (I don't know how to express the IPA character), and untrilled /r/. It also had a medial /d/ like the North American pronunciation of medial /t/ (effectively, "wodder", exactly the same as North American pronunciation). (I couldn't help but
wonder whether she deliberately altered it to make it sound like English, as though to please me or something). So there is an IE language that has retained initial /w/! However, I don't know whether it is only before back or rounded vowels, so I am not sure whether my statement has been completely disproved.
(By the way, it was interesting to talk to a person who knows firsthand of Saddam Hussein's genocide. She is very pessimistic and when we talked about the recent frequency of devastating natural disasters, she said that in her religion this means the end of the world, and she hopes it is the end of the world because life is "stupid" and there is no happiness anymore, anywhere. Just thought you all might be interested.)