What Henry didn't want was his friend worrying about his arrival when she had plenty to worry about already.
Even though it had been a few months by that point, Henry was still coming to terms with being a duke. It was hard to introduce himself as such especially towards people he was familiar with.
It was no longer based on insecurity. He was coming to terms with the fact that his life would never be the same. If he was ever lucky enough to father children they would be born into privilege that he could have never dreamed of.
He was worried that people who knew him would believe he had changed. If they saw him now compared to then, they might think he wasn't the same person with the same morals as before. After all, people in places of power often got there through the exploitation of others.
Exploitation was the very core of the nobility.