Although Kathleen seems to be interested in punishing everyone who worked with FEDRA, it's clear that she has particular rage for Henry.

As Henry explains to Joel, Kathleen is after him because he turned her brother, the previous leader of the resistance, into FEDRA in exchange for leukemia medicine that Sam needed. Henry had been a member of the resistance, but after turning Kathleen's brother over to FEDRA, he had to go into hiding.

Henry didn't collaborate with FEDRA because he believed they should maintain control of the city. Instead, he did it because he was desperate to save his brother's life. Joel offers some sympathy, saying that the manhunt that has chased Sam and Henry across Kansas City seems extreme. In large part, it seems to be motivated by Kathleen's own desire for revenge, and not because Henry is a real threat to Kansas City.