This time last week the American, together with chairman Tom Werner, had arrived from the United States for one of their infrequent visits and relieved director of football Damien Comolli of his duties, closely followed out of the door by head of sports science and sports medicine Peter Brukner.
The pair missed Liverpool's FA Cup semi-final win over Everton having gone back to the US to watch the first home game of the Boston Red Sox, Fenway Sports Group's other major sports investment.
Dalglish, who has previously dismissed as nothing out of the ordinary newspaper reports suggesting he had been asked to provide a written dossier on the club's mixed season, has spoken to Henry on his return this week but said nothing too much should be read into that.
"We spoke to the owners, we speak to them frequently enough in the normal course of events," said the Scot, who last week was given the full backing of FSG by Werner despite a disappointing league campaign.
"They own the club and [if] they want to speak to the people they employ they are entitled to do that.
"It doesn't matter (where they are), if you talk to someone you talk to them.
"We've had plenty of conversations but they will remain private.
"We don't tell everyone what we speak about and I don't think there is any danger of us ever coming out publicly and saying what our conversations have been.
"It it our own private business and that is the way it should be.
"I don't know what the big deal is - if you run the football club you talk to the manager, you talk to whoever you want, it is your club.
"I don't even see why it keeps coming up. I don't hear people asking everyone else if they have spoken to their owners this week."
The squad returned to the club's Melwood training ground on Thursday following a few days off after their Wembley exertions.
Despite an FA Cup final against Chelsea looming on May 5, Dalglish is confident the players will be able to focus on the league - and the improvements which have to be made - before then.
"They are coming off the back of a fantastic performance and result at Wembley on Saturday, but for us to think that it is finished would be wrong and we want to continue," said the manager.
"I don't think they had a problem the last time (after winning the Carling Cup in February).
"They played Arsenal and they were magnificent, although the result (a last-minute 2-1 defeat) was not what we hoped for or what we deserved.
"It is not difficult for them to lift themselves. They are not complacent or arrogant; we are delighted we got the result at the weekend but we will not get carried away.
"The players have been really professional in the way they have gone about their job and I am sure they will continue to do that from now until the end of the season in every game we play.
"They come in and are determined to do their training properly and they want to win every game on the pitch.
"We try our best to win, we want to win and we are capable of winning so if we go about it in the right way and not rest on our laurels we will be okay.
"They enjoyed the result (against Everton) but I am sure they will dust themselves down and try to get some positive results from now until the end of the season.
"Although we haven't won as many games as we would have liked in the league we have still given ourselves fantastic opportunities to do that.
"We will just plod on and as long as we believe in each other we will be okay.
"We have important games coming up and we want to win them."