My guess is the guy getting Henry thinks he has a good chance to win this year. Henry has a couple good years left in him and has the potential to be a top 5 back this year and next. CJ is at LEAST a year away from being good, much less great. So the guy acquiring him is obviously setting up for long term. In a redraft league, Henry is a ton more valuable than CJ. In a keeper league, CJ is much more valuable than Henry. But in a keeper league, if you're always setting up your team for 3 years from now, you'll always be 3 years away from winning. Eventually, you need to either keep those prospects or trade them for big short term gains.
I fail to see any problem with this trade at all.