What is their to say
A lot actually so I guess I'll start with:
Why would Henri be surprised?
Well they may now be on equal footing in terms of authority but they have never been sepret they work in the save field, the protection of the Netherworld. As coworkers on the same level it would be...
Iruma saying he wants to take it all and not leave anything behind is a nice callback to how Sabro said that Iruma wasn't the type to leave others behind