I don't see Henry as a horn dog (Unlike my MC that fucks everything that moves). His relationship with Gloria for me is extra special. Did you see how Crazy Gloria went when she though he was going to die? He would obviously do anything for her. Contrast Gloria's reaction to potentially losing Henry, to the MC's reaction in losing Ellen.
Right now, if Gloria were to chose between MC and Henry, she would chose Henry 10 times out of 10 (Even though it seems to sugest that she is starting to have sexual thoughts about the MC)
It's not going to happen, but in my romantic heart, I would not be disappointed if they start having a romantic relationship. That would be the sweetest thing ever.