At the end of the day, there’s really only two kinds of horror movies: ones that deliver visceral shock and one that where the ideas/implications are what get under your skin. Now, I personally love both; but, it’s worth seeing the value in both.
Henry here falls into the latter. It’s the mundanity of it all that catches you off-guard. Acting and context, that’s what really makes it unsettling. One of the great cases of a low budget being turned into an asset instead of a hinderance.