Henry is tough, talented and doesn't suffer fools; plus she absolutely hates to lose. Yet she is going to a franchise that, well, does a lot of losing. The Pulse have won just five games out of 52 across four seasons.
There were some signs of promise last year, with three victories, some other close finishes and an eighth placing.
New coach Robyn Broughton will add backbone and belief but even their most optimistic supporters realise that losses are likely to outnumber wins.
"If I am completely honest with you, I'm a little bit anxious because I don't like to lose," says Henry. "Losing is not something I am very accustomed to but [this year] will certainly provide me with lots of different challenges."
Compounding the situation is Henry's position. A circle defender on a struggling team can still shine individually - witness Leana de Bruin collecting the (joint) league MVP award last year while playing for a Steel team that had a miserable year.
As can shooters, a la Donna Wilkins, who posted great numbers within a Tactix team that lost 11 of 12 matches.
The 29-year-old Henry plays wing defence; it is a position that is already more grind than glamour and often a highly unenviable spot if your team is being dominated.
"It will bring different kinds of pressure," says Henry. "I like pressure where games are tight, like semifinal netball and I-want-the-ball kind of scenario.
"But I think that this team will challenge me in different ways in terms of growing my patience and appreciating what others bring to the court.
"If I can build towards making my team-mates look better and leave an imprint - that is something I can pat myself on the back for.
"There is a lot of talent here and this team works as hard as any team I have been on.
"We need to be going into every game thinking we have the goods and ability to win. It's about instilling a belief around knowing how to win."
There were hints of that last year, as the Pulse recorded victories over the Fever and Tactix (twice).
There was also positive signs last weekend, where, admittedly in a pre-season scenario, they notched a couple of wins including one over the highly-rated Vixens.
"It won't happen overnight," says Henry, "but hopefully we can start fostering a winning environment. We need to start making roads towards it and later in the season we should be hitting our straps."
The 1.83m Henry was effectively squeezed out of the Mystics by the emergence of boom youngster Kayla Cullen, with the Mystics unable to fit everybody under their salary cap.
Is she worried about her Ferns spot, especially on a lower profile team?
"When it comes to the national team, you are always nervous," says Henry. "But I have good talent around me and believe in my own ability."
Henry can't say enough about the impact of Broughton, who left the Steel in difficult circumstances at the end of last season.
She talks of training drills that have challenged her mentally and physically and the "brutal honesty" between the pair.
"She has been completely frank with me," says Henry, "telling me what she wants and how I can improve".
"Joline is a real leader," says Broughton. "She brings a high level of professionalism. Expectations are high but she walks the talk - she is extremely determined and sets good standards. It's just what we need."
After a period of commuting, Broughton completed her move to Wellington two weeks ago.
She doesn't regret the circumstances of her Steel exit, saying simply that she was never on the same wavelength as the new board.
Talking to Broughton, it is hard to know which is the bigger challenge; turning the Pulse ship around, or adjusting to life in the big smoke.
She lives in an apartment building in the centre of Courtney Place, the hustle and bustle a far cry from her lifestyle block in Southland.
"It's a big change," laughs Brougton. "I've settled but you do miss seeing the familiar faces every day.
"Weekends here are so busy and the motorways are crazy."
