Character Analysis
If Shin is faith in action, then Henry is lawlessness in action. While he's certainly not the devil himself whispering in Jason's ear, he is a "violent, psychotic fiend" (9.2). Atop the water tower, on Jason's first ascent, Henry shares his idea of funny pranks:
"Get a few gallons of red food coloring and dump it in the water. Everybody would turn on their faucets and it'd be like blood coming out, […] or you could dump soap in it. […] It'd be funny. People foaming at the mouth." (10.54, 56, 58)
Super charming guy, right? Not. Later, in spite of all that happens at the fateful midnight mass, Henry tells Jason he'll be climbing the tower again, just as soon as his leg heals and he figures a way around the motion sensors installed after Shin's ascent. Perhaps this is because "Henry doesn't care what happens to Henry" (1.38)—the guy has no sense of self preservation.
He also has no faith in the Chutengodian religion. As Shin says about him, "'He's not even serious… It's just a joke to him'" (16.17). Henry's on the opposite end of the spiritual spectrum from Shin, whereas Jason hangs out somewhere in the middle. While Jason doesn't really think the water tower is god—"as a joke, sure" (30.73)—he does say, "I'm religious. And I'm serious. […] Chutengodianism is important to me" (15.2). Henry very well might just really like climbing things, though.
As far as Henry's volatility goes, he "has a history of sudden, unprovoked violence" (1.7). And we certainly see that in Chapter One when he decks Jason for no reason. What's perhaps even weirder is what follows:
"It felt like an earthquake when you hit [the ground]," Henry said, leaning over me. He was smiling happily, his face as relaxed as I'd ever seen it. Somehow I knew that he would not hit me again. […] Whatever demon had been controlling him was temporarily sedated. We were safe. (1.34)
The closest we get to understanding what may be behind this is the bit of history Henry shares with Jason atop the tower their first joint climb: "Henry told me about his father, who used to beat him with a belt. […] Two years ago Henry's father got killed in a truck accident. Henry says he doesn't miss him one bit" (20.23). Maybe Henry has a lot of pain inside that he needs to dish out every once in a while—instead of being truly devilish, maybe he's just misunderstood.