The Lions have so far done little to shake off their underdogs' tag for the three-Test series which begins in Christchurch on Saturday week.
Although opening opponents Bay of Plenty and Taranaki were eventually defeated comfortably, the Lions experienced prolonged periods of strife in both games.
But there was no escape on Saturday, as the New Zealand Maori recorded a first victory over their illustrious visitors in eight attempts during a 75-year period - triumphing 19-13.
It merely emphasised the huge challenge facing Sir Clive Woodward's squad on their 11-match trip, yet 2001 Lions coach Henry is not making any public pronouncement about those early Lions displays.
"I think the Lions are holding back for a big Test match in a couple of weeks," he said.
"I am not reading too much into the Lions' performances so far.
"It reminds me a wee bit of the Lions' performance [the tourists lost] against Australia A in 2001, and the Lions then went on to play pretty well in the first Test."
The current strength of All Blacks rugby was graphically illustrated at New Zealand's squad announcement, with flying wing Joe Rokocoko and Maori Lion tamers Jono Gibbes and Marty Holah being omitted from a 26-man squad.
Rokocoko - despite scoring an astounding 27 tries in 23 Tests - has slipped behind rival wings Doug Howlett, Rico Gear and new sensation Siti Sivivatu in the All Blacks pecking order.
Maori captain Gibbes, meanwhile, will train with the All Blacks in Auckland later this week if he can shake off a foot problem.
But his fellow flanker Holah must content himself with a place in the Junior All Blacks squad to tour Australia.
Holah is in good company - because colleagues on the flight across the Tasman Sea will include Rokocoko, Caleb Ralph, Carl Hoeft and Nick Evans.
"Joe hasn't been selected, and that is a decision on form," added Henry.
"I guess the hardest selection for us was the loose-forward combination. It is difficult to get all the high-quality players in one team."
Henry also confirmed that the door has not been closed on fly-half Andrew Mehrtens' Test career, despite his failure to clinch a squad fly-half place.
"We will have to see how things pan out," added the coach.
"If we had an injury at number 10 he would come under consideration."
All Blacks fly-half incumbent Dan Carter will also go into the Lions series as first-choice goalkicker, with full-back Leon MacDonald and centre Aaron Mauger currently being put through their paces as potential back-up.