Absolutely. But in many cases it isn't by as a clear a margin as people perceive, at least based on the limited amount of information we have from Henderson's time in the PL so far.
Take the below based on last season, for example. Hardly screams glaring improvement in terms of distribution, even taking the different styles of play of the two teams into account.
Similarly, while Henderson was certainly a better sweeper than De Gea last season, he was still only around average for the league and De Gea cut into a lot of that advantage over the space of one summer's focused training on that aspect of his game.
And while people perceive Henderson as being more dominant aerially, he is still pretty pretty weak on set-pieces.
Ironically the area where Henderson
has actually been impressive is the one where he is least likely to get credit in comparison to De Gea, namely shot-stopping. He might not be as naturally talented as De Gea but that's his main strong point when compared to other goalkeepers.
All of which isn't really an argument for opting for De Gea over Henderson but rather for not setting ourselves up for disappointment by imagining that Henderson is something he isn't. Stylistically he's quite similar to De Gea in a lot of ways and if someone really wants that more progressive Ederson/Alison style keeper then neither are the answer.
If he's going to be our #1 next season then we have to look beyond simply comparing him to DDG.