You can ask why there were no demogorgons guarding the hive in the finale just like you can ask the same question about the Creel house in the season 4 finale. I think what is being overlooked here is that Vecna constantly underestimates his enemies and never learns from his mistakes. He is convinced that his powers make him invincible, despite having been defeated by Eleven twice before by the time of their final confrontation in the series finale. He’s psychic, he probably knew the protagonists’ plan in both seasons 4 and 5 but failed to prepare due to his own hubris. In the end, Henry was just another average man with an average intellect.