Carsonbm;
Coupla reasons. The Marlin has a solid steel receiver filled with solid steel parts. The Henry has a good-looking cover, but the guts inside are lessor metals. They've got the Henry to work smoothly, but I have questions about the longevity. There's Marlin 39's around from pre-WWII that are still shooting & shooting well. Sorta like pre-64 model 70 Winchester's in that regard.
The Marlins have a well-deserved reputation for accuracy. And that reputation started with & continues with the older guns. The new one's shoot very well also, but my point is that the older guns have maintained their accuracy over a span of several decades.
If you're into values, look at what a 1966 ($50.00 new) model 39A is worth now. I have a hard time believing that the Henry's will appreciate over the same span of years.
Go over to rimfirecentral.com, get into the Marlin board & ask the same question. There's guys over there that'll quote you the steel specs for each individual part in the Marlin. And foam at the mouth for having the nerve to ask such a question!
900F