User blog comment:Master Sima Yi/Assassinews 12-05-'15 — Assassin's Creed: Syndicate has been revealed!/@comment-4786308-20150704151455/@comment-1153722-20150705105608

As India was part of the British Empire at that time there could be various explanations for why Henry is in London. Relations between the British and Indian Assassins must've been strong then, and I don't think the Indian Brotherhood would sit idly by when their empire's capitol was controlled by the Templars. I'd assume he changed his name to blend in there.