The trio have sweated and worked through almost eight years in charge of the All Blacks, they have kept their winning percentage in the high 80s, they have acquired Bledisloe Cups, Tri-Nations trophies, Grand Slams and global acclaim without bagging one particular precious piece of gold-plated silver. It is the significant blotch in their All Black coaching careers. They know it - and if they ever forgot it, they'd be quickly reminded of their 2007 failure by their countrymen. Some can't let it go.
Mind you it was a significant fizzle, the earliest tournament exit for the All Blacks in World Cup history.
Even if Henry, McCaw and their troops claim this tournament title - and it remains a hefty "if" - there will be some who won't allow that to mask the disastrous Cardiff collapse four years ago.
Since the present coaching regime began work in 2004, they have only seen their sides beaten 15 times in tests. In global terms, that is a lilliputian loss record, but the staff are still pilloried.
Why? Because we are all experts. It is our birthright. We have all played, watched or dissected countless matches.
Few of us in New Zealand have the same fascination for politics or areas of public interest that we have for talking about feats with the pig's bladder.
The nation is becoming more connected to the nuances of league, cricket and soccer, but rugby is in our DNA.
The All Blacks happen to be extremely good at rugby, the best in the business, so by association New Zealanders feel they can talk learnedly about the national sport. Most do and all have opinions just like everyone has certain parts of the anatomy.
Forget the 96 tests since Henry and Co were appointed soon after the semifinal defeat in the 2003 event in Sydney. Their reputation is about to be decided by events in the seventh global rugby tournament.
The All Blacks are in a section where the only threat to victory should come from France in the third game before they will likely meet Argentina or Scotland in the quarter-finals. That section of the tournament was their black beast last time, the nadir of New Zealand World Cup history.
On the evidence of the bulk of the All Blacks' work, their major obstacles lie from the semifinals and beyond. Then the serious nerves will kick in, Henry, his staff and the players will be right under the cosh.
Henry left these shores in 1998, telling those who attended a hastily called media conference he was going to coach Wales and was heading away that night. So began a test coaching career which had been thwarted in New Zealand.
Four years with Wales then a tour with the British and Irish Lions preceded his return to New Zealand where he ascended to the All Blacks after a year as technical adviser with the Blues.
Henry's vast knowledge has been amassed in 133 tests where he has presided over 102 victories. It is a deep list of experience and honours, but you know he and the All Blacks would trade it all for one result at Eden Park in 44 days.
The assistants
Steve Hansen
Coach-in-waiting ... and waiting? Depends on a certain result doesn't it but then again, Steve Hansen and his buddies kept their jobs after the last World Cup schemozzle.
There is also the small matter of if not Hansen, then who? There is promise in the Super 15 ranks but also some questions about their readiness and desire for work at the highest level.
But Hansen would take the work in a heartbeat. He got a taste for it when he took Wales to the 2003 World Cup before joining the NZ set-up a year later.
Wayne Smith
This is the last All Black hurrah for assistant coach Wayne Smith before he heads into a new phase with Super 15 work for the Chiefs. His involvement with the All Blacks started in 1998 after success with the Crusaders in the Super 12 and then he graduated to head coach for 2000-2001.
After 17 tests in charge, the former All Black first five-eighths took his talents to Britain, working with Northampton before the lure of the All Blacks drew him home again.