I've had 2 Henry's in .22 Magnum. One was the standard and the other is photographed here (octagonal barrel):
I prefer the .22 WMR over the .22 LR most times with a few exceptions here and there for older .22s.
I found Henry's to be functionally equivalent to the Winchester 9422s/9422Ms for a lot less money out the door. Some complain about the cast receivers of the Henry's and they are a bit sensitive to scratching so you have to be careful there. Other than that they are fine rifles and I was glad to see your post!