Could I know what complications to expect when the dentist fails to remove my impacted wisdom tooth. The whole tooth was retained and gums where sutured back.

Did he tell you why he couldn't remove it?

He told me that the tooth may have been fused to the socket bone... but may I know if I will have any complications in future?

The only thing you have to watch for is a cyst forming around that impacted tooth. An x-ray should be taken every 5 yrs to be sure you don't have one forming. Other than that, you have nothing to worry about.
I don't know why the dentist wasn't aware of the fusion before he tried to remove it.