It's not a position where you can afford to take the risk of selling before buying. It's about team quality, and how good the team will be. Henderson is an academy graduate who has been out on loan who has now proven himself. What about him learning from De Gea, to become even better? What about De Gea being inspired to once again show who is boss? If the quality of the team for the coming season will be better, what is there to complain about?
With all the upsides of having the two quality goalkeepers, there is not enough certainty about either of them at the moment now is it? We don't 100% know that Henderson is ready, so it makes sense to test him out without letting De Gea go. We don't know if De Gea will find world class form again or if he has permanently regressed, so letting Henderson go could prove to be a mistake of its own. We don't even know which player will be first choice after this season, but at that point we should have a better grasp on what to do.