I have both gate and tube loaders.... and the tube loaders have become my preference. As easy to load and easier to unload. Thinking back to before I had Henry I dont know why you wouldn't want the tube loader now having one?
These days it's mostly personal preference. I've heard of guys getting the magazine hung up on brush and having to stop and reload though I think you'd have to get into some real thick stuff for that to even be possible. I have seen guys get in a hurry and not lock it down and when they removed their hand they shot the magazine insert out the end of the gun. Also they WILL come loose if you're using one for a saddle gun (one place where the lever action rifle is the absolute supreme option). Also when on horseback it's much easier to load a Kings Gate rather than a front loader like the Henry. Off the top of my head I can't think of any one of my levers that can't be unloaded through the side gate though it's slower than any other option it's also the safest.