I have mounted a scope on both of my /Henry big boy rifles (357 & 45 colt). I went with 1.5 X5 powers scopes (voltrex and vx3 Leopold ), as I don't expect the range to go beyond 150 yards. I only use them for steel target shooting anyway. I like the fact that I can use them with both eyes open, when they are on low power. It does bring out the accuracy that my aging eyes are no longer compatible with open sites past 50 yards. I think that it was the best thing to do, and now I have 2 tack drivers.
I am sure that you will get several comments about scoping a lever action and just how it is sacrilege to do so. I would not give those options any weight what so ever. Maybe about 20 or 100 years ago, that could have been correct then, but not now. Scopes have changed so much.
Personally, when I put a fast fire III on my Bisley single action, I expected to get a comment or two from some passing by Range Rats. But so far nothing said to my face. However that could also be because I am 6'4" and very BIG. Likely, a smart move on their part.
I buy and out fit guns how they please me, not some old stereotype; nor would I be discouraged by comments from people less informed and lever action wise, still living in the 1940's. If you want one, put it on and enjoy it. Henry's are great firearms.