Over the years, Henry had gone on various missions and hunts with Dipper and Mabel. It wasn’t all the time; especially when the triplets were born and someone needed to stay home and guard them.
(When he did go Henry was the voice of reason, the calm one, advocating mercy over death, handcuffs over a broken kneecap.
Shocking to anyone but the three of them, Mabel was the one Henry had to talk down the most, rather than her brother, the literal demon.)
Thus, it wasn’t until Henry was 42 that he became The Woodsman.