The Red Bulls conceded to bottom side Vancouver Whitecaps inside 25 minutes before rallying to grab a leveler just over 20 minutes from time despite being a man down after Jan Gunnar Solli was sent off.
The draw left New York in a vulnerable position from a play-offs viewpoint and left Henry unable to give an explanation for the teams mediocre form.
"We (had) to react once again. I don't know how many games we've had to react,'' said Henry.
"Once again, I can't explain to you why and tell you. It's kind of weird. We played well in the second half with ten men.
"I generally think we played way better with ten men than we did in the first half. We created a lot, got the ball back a lot. But once again, that's the story of the season: We had to react."