Politic and religion cannot really mix and when they do, one will usurp the other.
Anglicans would believe that Henry thought he did what was right, as he believed. They probably need to believe this, but obviously he was wrong, whether he was properly catechized or not, notwithstanding.
Yes, he should just obey the Pope’s ruling on the rejection of the annulment and continue to be a believer. The rest, what happened, was purely political maneuvering to achieve Henry’s ambition for his dynasty, and nothing to do with religion anymore. As a Catholic, he should know that he could not do what he did.
Sadly this is the course of action that some Catholics still do today - being not allowed to remarry, they would just leave the Church.