I guess this is how I have looked at it, don't know how helpful it will be;
From 1:1 which describes Job as 'blameless and upright', I assume that Job could not have been engaged in any course of life that was sinful or neglectful of his duties.
From that context, I don't think that Job offering sacrifices after the end of the feasts indicates he thought his children had actually sinned, for if he did, being the God fearing man that he was, he would have stopped them before hand. Rather, I think the passage is showing Job's concern for holiness and his sensitivity for sin. He is simply knowledgeable of the fact that there is more tendency for one to loosen their guard against sin in a time of merry-making, and he is thinking
what if one of my children had sinned, and making sacrifices for them in that regard.
I am not sure that Mr Henry is really saying that Job thought his children had sinned. He seems to be saying rather that Job was reminding his children that although it was right and permissible for them to have their party, there is a time for enjoyment, and a time for soberity, and now that they have had their fun, they should make sure they engage in the serious duties of life diligently.