Just curious, what does one use a .410 lever action shotgun for? Rabbit hunting, informal clay shooting... I own levers and shotguns, but never really thought about a lever action shotgun.
.410's are for non gun people who don't live in cities or the suburbs who have property who might have to kill a rabid animal or a predator. They don't shoot much, they don't like recoil, they don't like a big, heavy gun they can't aim with, they don't hunt, so on. The .410 is still a shotgun, it just doesn't throw as much shot as other shotguns, but if what you're shooting at is within 10 yards, it doesn't really matter. #4 will work, 5 pellets of 000 buck will work, and a slug will be pretty accurate out to 25 yards for the owner who never shoots for fun.
For serious shooters and hunters, a 28 or 20 gauge will always be a better choice.
Since Henry actually runs TV ads, people who may not have a gun but have been thinking of getting one will see they offer a lever gun in a light recoiling, but still useful cartridge. And once you get the hang of it, a lever gun is simple. Pump guns can be tough for novices.
Now, I say all that because one of my grandfathers was not a shooter or hunter, but he had a single shot .410 tucked away in a closet for who knows how long, next to a pellet handgun. If even he had a .410, then I can see why others would for the reasons I mentioned.
Other grandfather had a lot more than .410, hehe.