I think Henry just said that as one more way to try to get into Locke's head. I don't think Henry knew they were gonna send Micheal back. he was trying to get Locke to bust him out of the place.henry had been trying to get to Locke for a while. I'm guessing he figured that a Locke vs. Jack thing would be the way to go to bring the camp down. Hell, he even said flat-out that he had been sent to "get" Locke. Now Michael has Jack all in a tizzy about getting the others, but has kept "rational" Locke out of all of it.
Locke is so screwed up about why Henry didn't bolt when he had the chance that he'll second-guess himself and contribute to the anarchy that is getting ready to spring forth.
god I am so confused. I love that show, yet loathe it at the same time