The Henry lever action 22 is tube fed. you turn the tube half turn then pull out and dump the rounds in your hand or on the ground, you then pull the lever down to clear the chamber. It's very safe as long as the hammer is in the 1/4 cock position. Which brings me to this...

I have a Henry lever action 22 rifle. there are two ways you can have a ND.

Rifle is loaded with either the hammer in full cock (hammer all the way back) or rifle was loaded with the hammer all the way down. The hammer has a 1/4 safety. meaning that you cock the hammer back 1/8" and it will "click" in place preventing the hammer from contacting the firing pin. If the hammer was all the way down, or all the way back in the fire position, if the rifle falls & hits sharp enough, a round can go off in this model. More than likely the OP loaded the rifle, cocked the lever to chamber a round then sat it down forgetting to lower the hammer down to the 1/4 cock position.