I think we've missed a very good set of fixtures for him to have a run in the side. The last 9 games we had Fulham, Liverpool (FA Cup), Sheffield Utd, Arsenal, Southampton, Everton, West Ham (FA Cup), West Brom and Real Sociedad. Then we've got Newcastle next. That's 10 games he could have bedded himself into, with a good mix of easy and difficult (but not too difficult) fixtures. He did play 3 of those in fairness, but the Sheffield Utd and West Brom games would have been easy enough for him, and he really couldn't have done any worse than De Gea did in some of those games.
After that the games get tougher, and Ole will want to opt for the more experienced De Gea. If Henderson had that run of games, he may have proved himself and may have been trusted to play the more difficult games.