Henson is a safety razor, so the razor are disposable after about 4 - 5 uses (sometimes shorter). These razor blades do not come in a cartridge, they don't make their own blades, and encourage you to try different blades from different manufacturers. They are much cheaper because there is no cartridge, and all safety razors come in the same dimensions and cutout, making them interchangeable. You are not locked-in to a specific vendor.
The Henson handle itself is engineered so that the razor is bent to a precise angle that the designers determined to be the easiest to use by beginners. There are protrusions so that when you seat the razor, it does not jiggle (which is the opposite of what many disposable razors are advertising now). The handle is screwed in so that when you tighten it all the way, it produces that angle. This is all possible because the manufacturer is a custom, high-precision manufacturer of aluminum and titanium aerospace parts, and I guess some of the engineers got tired of the shavers they were using. They used a medical imagining device to measure how much of a difference this design makes (by detecting inflammation on the cheeks after using their device and other designs). The handle is what you pay into, and the inexpensive razor blades is how you recoup your initial investment relative to disposable razors.
Henson has a bunch of public youtube videos out there to explain (and market) this. Like anything, not everyone will like what they use. This works well for me. They are also unisex, so my wife also uses it. Whether they work well for you is another thing.