If there was an easy way to check for double spends, will consensus algorithms be needed? Currently, checking for double spends is very computationally expensive, so consensus algorithms, like POW, were put in place to more easily prevent double spends among other things.
Ignoring the fact that a consensus algorithms allows for other essential things to be done, like making sure that new cryptocurrency can only be mined at a fixed rate; if there was a way to very efficiently detect double spends in an incoming blockchain and the protocol was changed so it will reject a blockchain that has double spends and it will accept accept a blockchain with no detected double spends, then will there be no need for consensus algorithms?
Yes, if you assume that the central challenge of a distributed system in an antagonistic environment doesn't exist, hypothetically creating such a distributed system is indeed much easier!

Currently, checking for double spends is very computationally expensive[…]

Detecting doublespends is trivial. You just need to recognize that two transactions are in conflict because they spend the same funds.
The actual challenge of the doublespending problem is to get a network of equal peers to converge on one canonical transaction order. In fact, Bitcoin's most notable achievement is to propose a practical solution to the doublespending problem.

the protocol was changed so it will reject a blockchain that has double spends and it will accept accept a blockchain with no detected double spends, then will there be no need for consensus algorithms?

So, sure, if you assume that there unexplainedly is already consensus on how to solve the principal problem of operating a decentralized currency system, you no longer need to figure out how to achieve consensus. However, that's not a particularly useful starting point.