"They feel that pressure just walking around, the people they meet. They are not the reason I'm giving up but they are a very important part of what has happened over the last couple of years and I understand it.''
Henry said he was still unwinding from the World Cup final - "I was up at 4.30 this morning, ridiculous I know, but I'm still winding down'' - and that he didn't enjoy the final 20 minutes of that match against France.
While he isn't a big one for reflecting, he can look back with some pride on his record with the All Blacks. He retires as one of the most successful rugby coaches ever. His winning record of 88 victories from 103 tests (85.4 per cent) is the best of any international coach in the professional era.
Henry won't be lost to New Zealand rugby and is in talks to become a mentor of coaches from Super Rugby level down. As All Black coach he regularly visited each franchise but is keen to make his visits more structured and meaningful - "if the coaches will have me''.
NZRU chief executive Steve Tew, who sat alongside Henry at today's announcement, said: "He has a great relationship with the country's professional coaches, as well as other coaches, and he still has so much to offer the game and it's fantastic that up-and-coming New Zealand coaches will continue to benefit from his vast knowledge.''
It's something Henry would have enjoyed earlier in his career. "If I knew what I know now 20 years ago, the process might not have been so difficult. There's a lot to learn on the way and to be able to pass that on, I think, will be helpful.''
Henry said the players had a "good idea'' he was stepping down, but told them last Tuesday night in Wellington in between the Christchurch and Wellington street parades.
"We had an informal meeting which went on for a number of hours, which was just great. It wasn't called, it just happened. And everyone was there for a number of hours. I made a little speech and told them I loved them, and told them I was moving on.''
Henry said he had no desire for another fulltime coaching role. He had been an international head coach since 1998, when he left the Blues and began with Wales, and it was time to pursue other interests including business. He is involved in a rugby coaching website and also an export/import business out of China.
"I don't know if I'm very good at it but I enjoy it. It's a different environment and different people and it's not controlled by the scoreboard.''
Asked which of the All Blacks' performances had most impressed him during his reign, Henry replied: "Probably the semifinal of the Rugby World Cup against Australia was as good as any. That was a big game, obviously. A lot of people thought that was the final of the Rugby World Cup but you can't pre-judge these things, can you?
"That was our 11th test in 13 weeks and then playing the French in the final was obviously our 12th in 14 weeks. I think we left a bit of ourselves out on the park in the Australian game but, in saying that, just looking at the body language of the French in the final... it was a totally different outfit to the one we played in the qualifying round.''
Henry admitted to becoming emotional as he spoke of the bond he had formed with the current team, even those who had tested the boundaries recently, including Cory Jane and Israel Dagg.
"You're going to have the odd hiccup and that's natural. CJ and Israel having a couple of beers one night created a marvellous edge for us in the Australia game. You need those little hiccups.''
