I think Henry wants to prove how strong he became. He has aided his grandfather in helping him find Snow White and Prince Charming, he has managed to help Regina try to better herself, he helped Jefferson reunite with Grace, is taking care of his own horse, and had to face a confrontation with Daniel that almost killed him. 🙂
That is a lot for a 11 year old. Plus, in many ways, he has always been mature for his age. And both Regina and Prince Charming gave Henry some more choices and a bit more independence–in a healthy way.