At the end of the scene, I thought Eko looked at Henry with a kind of threatening disgusted expression, as if Henry had failed to respond to his heartfelt confession in the way Eko expected, with sympathy or forgiveness.

Henry just stared at him, but did not appear shocked about the killings, perhaps? Maybe Eko senses that Henry is not a good person. I don't know. Maybe that was just Eko being serious... I am still confused.

But I think Eko plans to stay and build a church.