I love Mbappé but he doesn't have Henry's power and never will have: that's the big difference. A big part of Henry dominance was his physical strength allied to his speed and and athleticism.
Mbappé is a clear level below technically too imo, and as you say, Henry was as smart as they come; I'm not sure I see Mbappé as developing into a player with a similar level of intelligence and awareness, although I'm not ruling that out because he is no fool.
He's the closest since probably, but I think the starting point for someone that can match Thierry as a Number 9 has got be that they're a freakish athlete. C.Ronaldo is that athlete and is obviously one of the best players to kick a ball in the past 30 years but he is/was not anything like a Number 9, and does not have the all-round game or intelligence or strength or mental fortitude to have played that role and thrived, in my opinion.