Henry sees the group gather to leave, and ponders the path he should go. The car group had Ankh, and they had the fastest means of transport. He'd be of little help there. He could help those on the roof, even though there was little doubt they were better shots than he was.
He tells Falx, "Go with them, keep'em safe. Follow Dodger's directions. I'll take care of those on the roof." Two Arrows oughta be enough to barrel a car through enemy territory. The ones who'd taken to the roof, though, they would need help getting out. No car, surrounded on all sides. This was not going to be fun.
While the car group finishes leaving, he finishes gathering up whatever could be useful to the roof group. A few supplies here, a few pieces there. He's not going up until the others are out, though.