Because his relationship with Regina feels the most unrealistic thing ever, and he never shows any of the confusion he should. There's kids who've endured far, far worse from their parents and still loved their parents very deeply.

It really does! You're absolutely right that it's very common for children who were FAR more abused than Henry (who I would argue wasn't) to still love and want to protect their parents - Henry's behavior doesn't make much emotional sense.