Well... yeah... But from a professional stand point, henna is no better for your hair... Insome aspects it may be worse... Henna, as you said, coats the hair shaft... Your hair has things that are like the pores on your skin, called the cuticle which is what allows your hair to absorb moisture, protein, oil, etc. Everything you need for healthy hair. (These things also help your color last longer) Henna is like coating your hair in wax. (Also, if you use pantene prov you ARE coating your hair in wax.) Doing this not only damages the hair because it cannot absorb the nutrients it needs, but keeps it from expanding and contracting with temperature and humidity... Basically, it suffocates the hair. So, the condition of your hair will not improve. Plus, the coating effect that henna has on your hair makes it just as bad as grocery store brands which have metallic salts in them, because their damaging effects don't go away until the hair is cut off. Where as with professional products, the damage the chemicals cause can be reconstructed. If you want "natural" hair color, your best bet is an Aveda salon. All of their products are natural, and do not contain ammonia.
Sorry to rain on the parade.