Today, I was just having some fun with Henchmen in Ice Floe, and then I accidently aggro'd the wrong group, and all of the sudden, all the Henchmen left! Here's the pic:
When you have a group of Henchmen, and you go to a place were the Henchmen are different (level or character), they automaticly "leave" now. I think it was put into the game last update Discovered it a minute after updating.