You see - there are several archetypes in collectible card games. Ones that are applicable to Gwent, in my opinion, are:
1) Combo decks - you run close to no removal and your goal is to score as many points as possible, while trying to protect your combo from being disrupted. Henselt builds usually drop in this category. If you play vs Henselt with a Combo deck, you don't need removal - you just need to make it to round 3 and score more than the Henselt player. This type of decks often wins vs the last type of decks, Combo-Control, if your combo is resilient enough to few removal cards and you play it right - your combos are just bigger and nastier. Examples of this kind of decks are SK resurrection chains and Henselt/Margarita builds.
2) Control decks - you don't score very high with your cards, but at the same time you make sure that your opponent doesn't either. You need to watch out for combos that are hard to break and that bring a lot of points. Ideal situation is to force your opponent to play his combo in round 2 after winning round 1 and then just pass - in round 3, your opponent will hardly show tough stuff. Generally, when played right, this type of decks is strongest vs Combo. Classic example of this type is e.g. Radovid Control.
3) Combo-control - you have certain ways to get rather high scores (e.g., Witchers, potions and Commander's Horn or Neophytes + Thunderbolt), but at the same time you play some removal. These kind of decks are often great vs Control, as you can adapt your strategy and deal with their not-numerous threats, and then play out your combo when they have already wasted their threats. Example of this type can be Scoia'tel neophyte elves.
Each type of deck has their own way of playing vs Henselt: should you be playing Combo, you need to play bigger than the Henselt player does, or force them to play their combo early, when you can still lose a round. Should you play something else - then you have to play removal, or you're just playing something weird