The issue with this is that the Official Campaign for NWN was designed for one henchman only.
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You should have gotten a message like "You may only have one henchman at a time" displayed in the chat window.
I don't like it either and it's not done very elegantly that your henchman leaves your party without another word but that's the way the OC works and the OC is already very easy with one henchman only. There may be a workaround to it, dunno, I leave that to someone else to answer.
In any case, if you get frustrated with the OC, remember NWN isn't just the OC. Try out one of the other campaigns (HotU is a lot better, IMO) or check out one of the innumerable community made modules, a lot of them are better than the OC and allow you to have more than one henchman at a time. Or go online and build a party with real companions instead of henchmen...